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On distribution-free safe layer-additive pricing

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  • Hurlimann, W.

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  • Hurlimann, W., 1998. "On distribution-free safe layer-additive pricing," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 277-285, July.
    • Handle: RePEc:eee:insuma:v:22:y:1998:i:3:p:277-285
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    References listed on IDEAS

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    1. Wang, Shaun, 1996. "Premium Calculation by Transforming the Layer Premium Density," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 71-92, May.
    2. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions1," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330, July.
    3. Lemaire, Jean & Zi, Hongmin, 1994. "A Comparative Analysis of 30 Bonus-Malus Systems," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 287-309, November.
    4. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
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