A New Premium Calculation Principle Based on Orlicz Norms

Link
http://www.sciencedirect.com/science/journal/01676687
Abstract
Premium Analysis
Volume
1:1
Page
41-53
Year
1982
Categories
Actuarial Applications and Methodologies
Ratemaking
Publications
Insurance: Mathematics & Economics
Authors
Marc Jean Goovaerts
J Haezendonck