A new premium calculation principle based on Orlicz norms

@inproceedings{Haezendonck1982ANP,
  title={A new premium calculation principle based on Orlicz norms},
  author={J. Haezendonck and Marc Goovaerts},
  year={1982}
}
Abstract A multiplicative equivalent of the zero utility premium calculation principle is introduced. If the utility function happens to be a normalized Young function the new premium calculation principle is related to Orlicz norms. 

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