par Denuit, Michel
Référence ASTIN bulletin, 29, 2, page (215-226)
Publication Publié, 1999
Article révisé par les pairs
Résumé : 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. © 1999, International Actuarial Association. All rights reserved.