Discussion of Christofides' conjecture regardingWang's premium principle

Christofides (1998) studies the proportional hazards (PH) transform ofWang (I 995) and shows that for some parametric families, the PH premiumprinciple reduces to the standard deviation (SD) premium principle...

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Year of publication:	1999-11-01
Authors:	Young, Virginia R.
Subject:	Versicherungswirtschaft \| Versicherungsmathematik \| Proportional-Hazards-Modell \| Proportional-Hazards-Model \| Streuungsmaß \| Standardabweichung

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Extent:	183296 bytes 6 p. application/pdf
Series:	Casualty Actuarial Society - Publications Astin Bulletin ; Vol. 29, No. 2, 1999. pp. 191-195
Type of publication:	Book / Working Paper
Language:	English
Classification:	Management of insurance ; Individual Working Papers, Preprints ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847154