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An Extension of an Invariance Property of the Swiss Premium Calculation Principle*

Published online by Cambridge University Press:  29 August 2014

M. J. Goovaerts ,
F. de Vylder ,
F. Mertens  and
R. Hardy
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Abstract

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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 iterativity is extended. Some rather general characterization theorems for some premium calculation principles are obtained.

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 11 , Issue 2 , December 1980 , pp. 145 - 153
Copyright
Copyright © International Actuarial Association 1980

Footnotes

*

Acknowledgement: This note has benefitted from a discussion with Hans Gerber and Hans Bühlmann.

References

REFERENCES

De Vylder, F. and Goovaerts, M. J. (1979). An invariance property of the Swiss premium calculation principle. M.V.S.V., 79, 105–120.Google Scholar
Goovaerts, M. J. and de Vylder, F. (1979). A note on iterative premium calculation principles. Astin Bulletin 10, 326–329.CrossRefGoogle Scholar