Distribution-free comparison of pricing principles.

DOI10.1016/S0167-6687(01)00061-0zbMath1074.91554OpenAlexW2050591871MaRDI QIDQ1413273

Werner Hürlimann

Publication date: 16 November 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00061-0

zbMATH Keywords

Stop-loss orderDistribution-free methodParameter-free methodPremium calculationStochastic extrema

Mathematics Subject Classification ID

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

Related Items

Optimal retention for a stop-loss reinsurance with incomplete information, Distortion Risk Measures and Economic Capital

Cites Work

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