An Extension of an Invariance Property of the Swiss Premium Calculation Principle
- 1 December 1980
- journal article
- research article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 11 (2) , 145-153
- https://doi.org/10.1017/s0515036100006723
Abstract
Some of the results obtained in an earlier paper entitled “An Invariance property of the Swiss premium calculation principle” by F. De Vylder and M. Goovaerts (1979) are generalized. For that purpose the notion of additivity and iterativity is extended. Some rather general characterization theorems for some premium calculation principles are obtained.Keywords
This publication has 1 reference indexed in Scilit:
- A Note on Iterative Premium Calculation PrinciplesASTIN Bulletin, 1979