In this paper we focus on the expected retrospective premium under equivalent representations. Some general properties related to extreme premia (minimum and maximum) are presented. The particular case of a risk with translated gamma distribution is discussed.
On retrospective insurance premium
Campana, Antonella;Ferretti, Paola
2021
Abstract
In this paper we focus on the expected retrospective premium under equivalent representations. Some general properties related to extreme premia (minimum and maximum) are presented. The particular case of a risk with translated gamma distribution is discussed.
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