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Title
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Additivity and premium calculation principles
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Author
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Abstract
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| In this note it is shown that the expected value principle is the only mixture of Esscher principles that is also a cumulant principle. Secondly the variance principle is shown to be the only covariance-additive premium principle. |
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Language
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English
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Source (journal)
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Blätter der Deutschen Gesellschaft für Versicherungsmathematik. - Würzburg, 1950 - 2002
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Publication
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Würzburg
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Triltsch
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1986
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ISSN
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0012-0200
[print]
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DOI
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10.1007/BF02809436
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Volume/pages
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17
:3
(1986)
, p. 217-223
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Full text (Publisher's DOI)
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