Discussion on 'Weighted Pricing Functionals With Applications to Insurance: An Overview'
North American Actuarial Journal, Vol. 14, No. 2, pp. 278-279
3 Pages Posted: 5 Jul 2010 Last revised: 7 Dec 2011
Date Written: July 2, 2010
The authors are to be congratulated with this timely and well written overview paper on weighted pricing functionals. In Section 5 the authors analyse Stein-type arguments for assessing pricing functionals. In this discussion we provide an extension for these results, and we also briefly discuss a further property of these pricing functionals.
Keywords: Stein's lemma, bounds, lognormal, pricing
Suggested Citation: Suggested Citation