par Delbaen, F. ;Haezendonck, J.
Référence Insurance. Mathematics & economics, 8, 4, page (269-277)
Publication Publié, 1989-12
Article révisé par les pairs
Résumé : An arbitrage free model is used to study martingale equivalent probability distributions on the basic probability space of a compound Poisson process. It is shown how this new approach is related to premium calculation principles. © 1989.