On a method for estimation of risk premiums loaded by a fraction of the variance of the risk (Q2874209)
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scientific article; zbMATH DE number 6251555
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| English | On a method for estimation of risk premiums loaded by a fraction of the variance of the risk |
scientific article; zbMATH DE number 6251555 |
Statements
29 January 2014
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linear estimators
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Esscher premium
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variance premium
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On a method for estimation of risk premiums loaded by a fraction of the variance of the risk (English)
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0.8564477562904358
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0.8104283213615417
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0.7887945175170898
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0.7860077619552612
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0.7852347493171692
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