Premium Calculation Based on Physical Principles

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We consider the concept of equilibrium in economic systems from statistical mechanics viewpoint. A new method is suggested for computing the premium on this basis. The Bühlmann economic premium principle is derived as a special case of our method.
9 pages, 3 figures, revtex4

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Statistical Mechanics, Pricing of Securities

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http://salesiana.dossiersoluciones.com/handle/123456789/210107

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0401308
 http://arxiv.org/abs/cond-mat/0401308

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arXiv