Abstract
Some of the results obtained in an earlier paper entitled "An Invariance property of the Swiss premium calculation principle" by F. De Vylder and M. Goovaerts (1979) are generalized. For that purpose the notion of additivity and interactivity is extended. Some rather general characterization theorems for some premium calculation principles are obtained.
Volume
11:2
Page
145-153
Year
1980
Categories
Practice Areas
International Areas
Actuarial Applications and Methodologies
Ratemaking
Publications
ASTIN Bulletin
