3. Notion of risk measurement

A related but more general notion to that of premium calculation principle is that of risk measure, defined as an application $ρ : R \to [0, + \infty]$ of the set of risks with values in ${\bar{ℝ}}_{+}$ . For a risk X, ρ(X) can represent the technical premium to cover the risk, so that all the premium calculation principles...

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Notion of risk measurement

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Bibliography

(1) - ABRAMOBITZ (M.), STEGUN (I.A.) - Handbook of Mathematical Functions – Formulas, Graphs and Mathematical Tables. - National Bureau of Standards Applied Mathematical Series, # 55 (10e réimpression en décembre 1972, Version téléchargeable disponible), Juin 1964.
(2)...

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