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ASTIN BULLETIN ; Vol. 28 - No.2 - 1998, 187-203
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Discussion of Christofides' conjecture regardingWang's premium principle
Young, Virginia R.
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1999
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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