Ordering of risks under PH-transforms (Q2563879): Difference between revisions
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Revision as of 22:26, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering of risks under PH-transforms |
scientific article |
Statements
Ordering of risks under PH-transforms (English)
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6 January 1997
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ordering of risks
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premium calculation principle
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proportional hazards
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risk-neutral valuation
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PH-transform
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