Journal ArticleOPEN ACCESS

The Exponential Premium Calculation Principle Revisited

  • Denuit M
ASTIN Bulletin (1999) 29(2) 215-226
DOI: 10.2143/ast.29.2.504612
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Abstract

In this paper, it is shown how to approximate theoretical premium calculation principles in order to make them useful in practice. The method relies on stochastic extrema in moment spaces and is illustrated with the aid of the exponential principle.

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APA

Denuit, M. (1999). The Exponential Premium Calculation Principle Revisited. ASTIN Bulletin, 29(2), 215–226. https://doi.org/10.2143/ast.29.2.504612

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