PREMIUM RATING UNDER NON-EXPONENTIAL UTILITY

被引:1
作者
GOOVAERTS, MJ
TAYLOR, GC
机构
[1] UNIV AMSTERDAM,INST ACTUARIAT & ECONOMETRIE,AMSTERDAM,NETHERLANDS
[2] CATHOLIC UNIV LEUVEN,INST ACTUARIELE WETENSCHAPPEN,B-3000 LOUVAIN,BELGIUM
[3] WILLIAM M MERCER CAMPBELL COOK & KNIGHT PTY LTD,SYDNEY,NSW 2000,AUSTRALIA
关键词
D O I
10.1016/0167-6687(87)90029-1
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:245 / 257
页数:13
相关论文
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[3]  
Chan FY, 1985, ASTIN BULL, V15, P141
[4]  
Gerber HU, 1979, MONOGRAPH U PENNSYLV, V8
[5]  
Goovaerts MJ., 1984, INSURANCE PREMIUMS T
[6]   RISK-AVERSION IN THE SMALL AND IN THE LARGE [J].
PRATT, JW .
ECONOMETRICA, 1964, 32 (1-2) :122-136