Properties of the Esscher premium calculation principle (Q1262678)

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Properties of the Esscher premium calculation principle
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    title
    Properties of the Esscher premium calculation principle (English)
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    author
    A. E. van Heerwaarden
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    Rob Kaas
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    Marc J. Goovaerts
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    publication date
    1989
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    zbMATH DE Number
    4124865
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    zbMATH Keywords
    probability of ruin
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    Order preserving
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    order inducing properties
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    Esscher premium calculation principle
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    OpenAlex ID
    W2112631924
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    cites work
    Q3773148
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    Q3891652
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    Q3314810
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    Q3218851
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