Characterization theorems for customer equivalent utility insurance premium calculation principle
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Publication:906589
DOI10.1007/S13385-014-0096-XzbMATH Open1329.91074OpenAlexW1981832818MaRDI QIDQ906589FDOQ906589
Authors: Mykola Pratsiovytyi, Vitaliy Drozdenko
Publication date: 22 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-014-0096-x
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consistencyadditivityscale invariancecharacterization theoremiterativitycustomer equivalent/zero utility insurance premium principle
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- Statistical and probabilistic methods in actuarial science.
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