Geodesic
Maximization of sensitivity of the PH-premium for families of Pareto distributed risks
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2010), pp. 28-33 Cet article a éte moissonné depuis la source Math-Net.Ru

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This research is devoted to Wang's premium principle in actuarial theory. By example of Pareto distribution the author notes that Wang's premium principle can be applied to ordering risks. The author calculates and maximizes absolute sensitivity of premium for different parameters. 
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     author = {N. A. Irkhina},
     title = {Maximization of sensitivity of the {PH-premium} for families of {Pareto} distributed risks},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {28--33},
     year = {2010},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2010_4_a4/}
}
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N. A. Irkhina. Maximization of sensitivity of the PH-premium for families of Pareto distributed risks. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2010), pp. 28-33. http://geodesic.mathdoc.fr/item/VMUMM_2010_4_a4/