Premium valuation in international insurance (Q3777288)

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scientific article; zbMATH DE number 4039084
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    Premium valuation in international insurance
    scientific article; zbMATH DE number 4039084

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      Premium valuation in international insurance (English)
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      1987
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      premium valuation formula
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      fair premium rate
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      expected utility equivalency
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      international insurance
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      reinsurance
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      compound Poisson claims processes
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      lognormal Itô exchange rate process
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      exchange rate risk
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      exponential utility
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      approximation procedure
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