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Document Details : Title: The Exponential Premium Calculation Principle Revisited Author(s): DENUIT, M. Journal: ASTIN Bulletin Volume: 29 Issue: 2 Date: November 1999 Pages: 215-226 DOI: 10.2143/AST.29.2.504612 Abstract : In this paper, it is shown how to approximate theoretical premium calculation principles in order to make them useful in practice. The method relies on stochastic extrema in moment spaces and is illustrated with the aid of the exponential principle. |