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scientific article; zbMATH DE number 718679
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scientific article; zbMATH DE number 718679

    Statements

    author
    Werner Hürlimann
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    publication date
    29 June 1995
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    zbMATH DE Number
    718679
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    zbMATH Keywords
    premium calculation
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    total splitting risk
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    maximum variance premium reduction
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    linear risk-exchange
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    premium calculation principle
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    reinsurance contracts
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    immunization property
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    parameter-free CAPM based premium formulas
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    fair premium
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    mean risk premium
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    stop-loss reinsurance
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