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
收藏
页码：269 / 277
页数：9
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