Bounds on compound distributions and stop-loss premiums
From MaRDI portal
Publication:1069644
DOI10.1016/0167-6687(85)90041-1zbMATH Open0584.62173OpenAlexW2081114409MaRDI QIDQ1069644FDOQ1069644
J. Th. Runnenburg, Marc J. Goovaerts
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90041-1
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)
Cites Work
- Error bounds for the compound Poisson approximation
- Approximation and estimation of some compound distributions
- Approximation of aggregate claims distributions by compound Poisson distributions
- Bounds on compound distributions and stop-loss premiums
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (12)
- Bounds for stop-loss premium under restrictions on \(I\)-divergence
- Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases
- On the use of bounds on the stop-loss premium for an inventory management decision problem
- Upper bounds on stop-loss premiums in case of known moments up to the fourth order
- On approximating aggregate claims distributions and stop-loss premiums by truncation
- A Unified Approach to Generate Risk Measures
- Bounds on compound distributions and stop-loss premiums
- Refinements of bounds for tails of compound distributions and ruin probabilities
- Aging properties and bounds for ruin probabilities and stop-loss premiums
- Two-sided bounds for renewal equations and ruin quantities
- Equilibrium compound distributions and stop-loss moments
- Bounds on stop-loss premiums and ruin probabilities
This page was built for publication: Bounds on compound distributions and stop-loss premiums
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069644)
