Comparing Risk Adjusted Premiums from the Reinsurance Point of View

In this paper we compare, from the point of view of reinsurance, the severalrisk adjusted premium calculation principles considered in Wang (1996b).We conclude that, with the exception of the proportional hazard (PH)premium calculation principle, all the others behave in a way similar to theexpected value principle...

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Year of publication:	1998-11-01
Authors:	Andrade e Silva, Joao Manuel ; De Lourdes Centeno, Maria
Publisher:	ISEG- Technical University of Lisbon <Portugal>
Subject:	Versicherungsbetriebslehre \| insurance management \| Rückversicherung \| Versicherungswirtschaft

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Extent:	680960 bytes 20 p. application/pdf
Series:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 28 - No. 2 - 1998, 221-239
Type of publication:	Book / Working Paper
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847243