Ordering of risks under PH-transforms (Q2563879)

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Ordering of risks under PH-transforms
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    title
    Ordering of risks under PH-transforms (English)
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    publication date
    6 January 1997
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    zbMATH DE Number
    960865
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    zbMATH Keywords
    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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    author
    Shaun S. Wang
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    OpenAlex ID
    W2087472177
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