A martingale approach to premium calculation principles in an arbitrage free market
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 8 (1989)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Wang, Shaun, 1996. "Ordering of risks under PH-transforms," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 18(2), pages 109-114, July.
- Iwaki, Hideki & Kijima, Masaaki & Morimoto, Yuji, 2001. "An economic premium principle in a multiperiod economy," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 28(3), pages 325-339, June.
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- Becherer, Dirk, 2003. "Rational hedging and valuation of integrated risks under constant absolute risk aversion," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 33(1), pages 1-28, August.
- Fischer, Tom, 2007. "A law of large numbers approach to valuation in life insurance," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 40(1), pages 35-57, January.
- Francesca Biagini & Jan Widenmann, 2012. "Pricing Of Unemployment Insurance Products With Doubly Stochastic Markov Chains," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1250025-1-1.
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