Analytical best upper bounds on stop-loss premiums

DOI10.1016/0167-6687(82)90010-5zbMath0508.62088OpenAlexW2005869174MaRDI QIDQ1838013

F. Etienne De Vylder, Marc J. Goovaerts

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90010-5

zbMATH Keywords

risksymmetric distributionunimodal distributionstop-loss premiumsretention limitanalytical best upper bounds

Mathematics Subject Classification ID

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

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