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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.