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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
Abstract
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.
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- Research Article
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- Copyright
- Copyright © International Actuarial Association 1980
Footnotes
Acknowledgement: This note has benefitted from a discussion with Hans Gerber and Hans Bühlmann.
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