科研之友
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摘要
A prominent problem in actuarial science is to determine premium calculation principles that satisfy certain criteria. Goovaerts et al. [Goovaerts, M. J., De Vylder, F., Haezendonck, J., 1984. Insurance Premiums: Theory and Applications. North-Holland, Amsterdam, p. 84] establish an optimality-type characterization of the Esscher premium principle, but unfortunately their result is not true. In this note we propose a modified statement of this result.
- 出版日期2012-9
