A new premium calculation principle based on Orlicz norms

DOI10.1016/0167-6687(82)90020-8zbMath0495.62091OpenAlexW2000178295MaRDI QIDQ1169781

J. Haezendonck, Marc J. Goovaerts

Publication date: 1982

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90020-8

zbMATH Keywords

Orlicz spaceYoung functionOrlicz normsnew premium calculation principleSwiss principle

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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