New upper bounds for stop-loss premiums for the individual model

DOI10.1016/0167-6687(87)90033-3MaRDI QIDQ1096302zbMATH OpenOpenAlexFDO

Authors A. E. van Heerwaarden, Rob Kaas, Marc J. Goovaerts

Publication date 1987

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(87)90033-3

zbMATH Keywords

analytical expressionindividual modelstop-loss premiumupper bound

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Review text

An analytical expression for an upper bound of the stop-loss premium for the individual model is given.

Cited in

(3)

• Upper bounds on stop-loss premiums in case of known moments up to the fourth order
• Bounds for stop-loss premium under restrictions on \(I\)-divergence
• On the use of bounds on the stop-loss premium for an inventory management decision problem

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