Practical aspects of stop-loss calculations
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Publication:1055140
DOI10.1016/0167-6687(83)90010-0zbMath0521.62082OpenAlexW1967930775MaRDI QIDQ1055140
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)90010-0
error analysisexponentialcompound Poisson distributionarithmetization of claim size distributioncomputer costsdecision strategyempirical upper bound on stop-loss premium errorgamma claim size distributions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)
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Cites Work