Premium valuation in international insurance (Q3777288)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Premium valuation in international insurance |
scientific article |
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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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0.7847376465797424
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0.7747632265090942
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0.7732313275337219
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