On retrospective insurance premium

Antonella Campana, Paola Ferretti
2021 Applied Mathematical Sciences  
In this paper we focus on the expected retrospective premium under equivalent representations. Some general properties related to extreme premia (minumum and maximum) are presented. The particular case of a risk with translated gamma distribution is discussed.
doi:10.12988/ams.2021.914551 fatcat:awprkqwiszd4jgz3j7xxv5eize