Practical aspects of stop-loss calculations

DOI10.1016/0167-6687(83)90010-0zbMath0521.62082OpenAlexW1967930775MaRDI QIDQ1055140

B. W. Lutek, Harry H. Panjer

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

zbMATH Keywords

error analysisexponentialcompound Poisson distributionarithmetization of claim size distributioncomputer costsdecision strategyempirical upper bound on stop-loss premium errorgamma claim size distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Measuring the effects of reinsurance by the adjustment coefficient, On a family of counting distributions and recursions for related compound distributions, Computing compound distributions faster!, On a fuzzy discretization of continuous distributions with applications to risk models, Recursive evaluation of aggregate claims distributions., On the moments of ruin and recovery times, Improved recursions for some compound Poisson distributions, Arithmetization of distributions and linear goal programming, The numerical evaluation of the aggregate claim density function via integral equations

Cites Work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• Unnamed Item