Kijima, Masaaki; Muromachi, Yukio - In: Insurance: Mathematics and Economics 42 (2008) 3, pp. 887-896
It is well known that the Wang transform [Wang, S.S., 2002. A universal framework for pricing financial and insurance risks. Astin Bull. 32, 213-234] for the pricing of financial and insurance risks is derived from Bühlmann's economic premium principle [Bühlmann, H., 1980. An economic premium...