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Scandinavian Actuarial Journal Volume 1998, 1998 - Issue 2
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Original article

Risk-adjusted credibility premiums using distorted probabilities

Shaun S. Wang Scor Re, One Pierce Place, Itasca, IIinois, 60143, USA
&
Virginia R. Young School of Business, University of Wisconsin-Madison, Madison, Wisconsin, 53706, USA
Pages 143-165 | Received 01 Apr 1996, Published online: 22 Dec 2011

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