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


  • Asmussen, Soren
  • Moller, Jakob R.


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  • Asmussen, Soren & Moller, Jakob R., 2003. "Risk comparisons of premium rules: optimality and a life insurance study," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 331-344, July.
  • Handle: RePEc:eee:insuma:v:32:y:2003:i:3:p:331-344

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    References listed on IDEAS

    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.
    3. Ramlau-Hansen, Henrik, 1991. "Distribution of Surplus in Life Insurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 21(01), pages 57-71, April.
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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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