La media geométrica, como principio de cálculo de primas
- Lozano Colomer, Cristina
- Vilar Zanón, José Luis
ISSN: 0534-3232
Argitalpen urtea: 2009
Zenbakia: 15
Orrialdeak: 51-70
Mota: Artikulua
Beste argitalpen batzuk: Anales del Instituto de Actuarios Españoles
Laburpena
This paper discusses the problem of premium calculation of a heavy-tailed claim size distribution, like Pareto distribution with a shape parameter.. ..1, therefore expectation does not exist. The geometric mean is set up in order to obtain a premium principle based on the loss function approach. This is applied to business interruption insurance
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