Approximations for stop-loss premiums (Q578833): Difference between revisions
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Revision as of 17:53, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for stop-loss premiums |
scientific article |
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Approximations for stop-loss premiums (English)
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1987
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We derive an approximation for stop-loss premiums for a number of specific cases. Both exponential and subexponential estimates are derived while special emphasis is given to the compound Poisson case. The full set of examples should provide a wide variety of situations covering most cases occurring in practice.
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compound distribution
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compound Poisson claim size process
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approximation for stop-loss premiums
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exponential and subexponential estimates
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