How to (and how not to) compute stop-loss premiums in practice
From MaRDI portal
Publication:1323592
DOI10.1016/0167-6687(93)90405-EzbMath0800.62681MaRDI QIDQ1323592
Publication date: 1 June 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations
Related Items
Upper and lower bounds for sums of random variables, A new method for bounding the distance between sums of independent integer-valued random variables, Recursions for the individual risk model, Approximations for stop-loss reinsurance premiums, Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law, On the dependency of risks in the individual life model, Measuring the impact of dependence between claims occurrences., Some alternatives for the individual model, Recursions for the individual model, The safest dependence structure among risks., Survival probabilities in bivariate risk models, with application to reinsurance, Joint probability generating function for a vector of arbitrary indicator variables, Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications
Cites Work