The Esscher premium principle in risk theory: a Bayesian sensitivity study
E. Gomez-Deniz,
A. Hernandez-Bastida and
F. J. Vazquez-Polo
Authors registered in the RePEc Author Service: Hernández-Bastida Agustín ()
Insurance: Mathematics and Economics, 1999, vol. 25, issue 3, 387-395
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-6687(99)00018-9
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:25:y:1999:i:3:p:387-395
Access Statistics for this article
Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu
More articles in Insurance: Mathematics and Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().