Extremal values of stop-loss premiums under moment constraints (Q1086963): Difference between revisions
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Revision as of 08:35, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal values of stop-loss premiums under moment constraints |
scientific article |
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Extremal values of stop-loss premiums under moment constraints (English)
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1986
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A method is described to compute best upper and lower bounds for stop- loss premiums with a fixed retention for bounded random variables having moments \(\mu_ 0,\mu_ 1,...,\mu_ n\). Similar methods can be used when specific additional information is available.
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fixed moments
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extremal distributions
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best upper and lower bounds
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stop- loss premiums
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fixed retention
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