Hernández Solís, Montserrat; Lozano Colomer, Cristina; … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 151-167
The goal of this study is to get a premium calculation principle, for the life insurance business, based on a coherent risk measure (Wang, 1995) in the form of power, called \Proportional Hazards (PH) Transforms" to justify the recommendation of Solvency II to reduce the effect of the mortality...
