Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
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Publication:1054433
DOI10.1016/0167-6687(83)90023-9zbMath0519.62092MaRDI QIDQ1054433
Marc J. Goovaerts, F. Etienne De Vylder
Publication date: 1983
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(83)90023-9
unimodal distribution; retention limit; analytical calculations; best bounds on stop-loss premium; convex methods
62P05: Applications of statistics to actuarial sciences and financial mathematics
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