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Distribution-free comparison of pricing principles

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  • Hurlimann, Werner

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  • Hurlimann, Werner, 2001. "Distribution-free comparison of pricing principles," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 351-360, June.
    • Handle: RePEc:eee:insuma:v:28:y:2001:i:3:p:351-360
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    References listed on IDEAS

    as
    1. van Heerwaarden, A. E. & Kaas, R., 1992. "The Dutch premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 129-133, August.
    2. Denuit, Michel, 1999. "The Exponential Premium Calculation Principle Revisited," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 215-226, November.
    3. repec:cup:astinb:v:20:y:1990:i:02:p:181-190_00 is not listed on IDEAS
    4. repec:cup:astinb:v:26:y:1996:i:01:p:71-92_00 is not listed on IDEAS
    5. repec:cup:astinb:v:2:y:1963:i:03:p:380-386_00 is not listed on IDEAS
    6. Shaun, Wang, 1995. "Insurance pricing and increased limits ratemaking by proportional hazards transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 43-54, August.
    7. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
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    Cited by:

    1. Henryk, Gzyl & Silvia, Mayoral, 2006. "On a relationship between distorted and spectral risk measures," MPRA Paper 916, University Library of Munich, Germany.

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