On a method for estimation of risk premiums loaded by a fraction of the variance of the risk

zbMATH Open1283.62212MaRDI QIDQ2874209FDOQ2874209

Virginia Atanasiu

Publication date: 29 January 2014

Published in: Buletinul Academiei de Științe a Republicii Moldova. Matematica (Search for Journal in Brave)

Full work available at URL: http://www.math.md/publications/basm/issues/y2012-n3/11397/

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zbMATH Keywords

Esscher premiumlinear estimatorsvariance premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Title not available (Why is that?)
• Risk invariant linear estimation

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