Ordering of risks under PH-transforms (Q2563879)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 960865
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Ordering of risks under PH-transforms |
scientific article; zbMATH DE number 960865 |
Statements
Ordering of risks under PH-transforms (English)
0 references
6 January 1997
0 references
ordering of risks
0 references
premium calculation principle
0 references
proportional hazards
0 references
risk-neutral valuation
0 references
PH-transform
0 references
0.7913520932197571
0 references
0.7883619070053101
0 references
