On a class of premium principles including the esscher principle

Scandinavian Actuarial Journal

Volumn 1998, Issue 1, 1998, Pages 75-80

  Kamps, Udo ^a,b  

^a RWTH AACHEN UNIVERSITY   (Germany)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Characterization; Esscher principle; Exponential distribution; Ordering of risks; Premium calculation principles

Indexed keywords

EID: 0347277246     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413993     Document Type: Article

References (12)

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