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
2021-01-01
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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