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Risk comparisons of premium rules: optimality and a life insurance study

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  • Asmussen, Soren
  • Moller, Jakob R.
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    File URL: http://www.sciencedirect.com/science/article/B6V8N-48718BC-1/2/c3ed3a66b7c21d7791a3cd3441186126
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    Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

    Volume (Year): 32 (2003)
    Issue (Month): 3 (July)
    Pages: 331-344

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    Handle: RePEc:eee:insuma:v:32:y:2003:i:3:p:331-344

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    Web page: http://www.elsevier.com/locate/inca/505554

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    1. Ragnar Norberg, 1999. "A theory of bonus in life insurance," Finance and Stochastics, Springer, vol. 3(4), pages 373-390.
    2. Norberg, Ragnar, 1995. "Differential equations for moments of present values in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 171-180, October.
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    Cited by:
    1. Feng, Xinlong & He, Guoliang & Abdurishit,, 2008. "Estimation of parameters of the Makeham distribution using the least squares method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 34-44.
    2. Jodrá, P., 2009. "A closed-form expression for the quantile function of the Gompertz–Makeham distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3069-3075.

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