Upper bounds on stop-loss premiums in case of known moments up to the fourth order
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Publication:1085557
DOI10.1016/0167-6687(86)90027-2zbMath0607.62129OpenAlexW1968764982WikidataQ126409036 ScholiaQ126409036MaRDI QIDQ1085557
K. Jansen, J. Haezendonck, Marc J. Goovaerts
Publication date: 1986
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(86)90027-2
Applications of statistics to actuarial sciences and financial mathematics (62P05) Distribution theory (60E99) Statistical distribution theory (62E99)
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Cites Work
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- Upper bounds on stop-loss premiums under constraints on claim size distribution
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