Risk measures and insurance premium principles

Insurance: Mathematics and Economics

Volumn 29, Issue 1, 2001, Pages 103-115

  Landsman, Zinoviy ^a   Sherris, Michael ^b  

^a UNIVERSITY OF HAIFA   (Israel)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

D81; Distortion function; Diversification; G11; G22; Premium principles; Risk measure

Indexed keywords

EID: 0000889978     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00076-2     Document Type: Article

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