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Economic premium principles in insurance and the capital asset pricing model


Müller, Heinz H (1987). Economic premium principles in insurance and the capital asset pricing model. ASTIN Bulletin, 17(2):141-150.

Abstract

An insurance company is considered as an intermediary between policyholders and the capital market. By applying the traditional and the generalized version of the capital asset pricing model, a class of premium principles can be derived. This class is fully compatible with Bühlmann's economic premium principle. Moreover, insurance premiums can be directly related to risk premiums on the stock exchange.

Abstract

An insurance company is considered as an intermediary between policyholders and the capital market. By applying the traditional and the generalized version of the capital asset pricing model, a class of premium principles can be derived. This class is fully compatible with Bühlmann's economic premium principle. Moreover, insurance premiums can be directly related to risk premiums on the stock exchange.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:National licences > 142-005
Dewey Decimal Classification:330 Economics
Language:English
Date:1 November 1987
Deposited On:12 Oct 2018 16:54
Last Modified:24 Sep 2019 23:38
Publisher:Ceuterick S.A./Peeters
ISSN:0515-0361
OA Status:Green
Free access at:Publisher DOI. An embargo period may apply.
Publisher DOI:https://doi.org/10.2143/ast.17.2.2014969
Related URLs:https://www.swissbib.ch/Search/Results?lookfor=nationallicencecambridge102143AST1722014969 (Library Catalogue)

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