Premium Calculation Based on Physical Principles

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dc.creatorDarooneh, Amir H.
dc.date2004-01-17
dc.date.accessioned2026-07-07T12:11:03Z
dc.date.available2026-07-07T12:11:03Z
dc.descriptionWe 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.
dc.description9 pages, 3 figures, revtex4
dc.identifierhttps://arxiv.org/abs/cond-mat/0401308
dc.identifierhttp://arxiv.org/abs/cond-mat/0401308
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210107
dc.subjectStatistical Mechanics
dc.subjectPricing of Securities
dc.titlePremium Calculation Based on Physical Principles
dc.typetext

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