Ordering of risks under PH-transforms (Q2563879)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering of risks under PH-transforms |
scientific article |
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
