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Modeling large claims in non-life insurance

✍ Scribed by Jan Beirlant; Jozef L. Teugels


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
962 KB
Volume
11
Category
Article
ISSN
0167-6687

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πŸ“œ SIMILAR VOLUMES


Risk loads in life/non-life insurance: a
πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 121 KB

## Abstracts and Reviews values of suitably transformed distribution functions. The Esscher principle is a particular example. It is found that the likelihood ratio ordering of risks is preserved for any of these principles. A renewal theoretic interpretation of a special principle is given, and u