A MARTINGALE APPROACH TO PREMIUM CALCULATION PRINCIPLES IN AN ARBITRAGE FREE MARKET

被引：40

作者：

DELBAEN, F ^{[1
]}

HAEZENDONCK, J ^{[1
]}

机构：

[1] UNIV INSTELLING ANTWERP,B-2610 WILRIJK,BELGIUM

来源：

INSURANCE MATHEMATICS & ECONOMICS | 1989年 / 8卷 / 04期

关键词：

D O I：

10.1016/0167-6687(89)90002-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：269 / 277

页数：9

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