Two other views of the traditional net risk premium rate (Q1074998)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two other views of the traditional net risk premium rate |
scientific article |
Statements
Two other views of the traditional net risk premium rate (English)
0 references
1985
0 references
Assuming that the number of insured risks is a birth-death process and the population of insurable risks is finite, the author proves that there are three equivalent ways to calculate the net risk premium rate.
0 references
regeneration points
0 references
strong law of large numbers
0 references
ergodic Markov
0 references
process
0 references
birth-death process
0 references
net risk premium rate
0 references
0 references