Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions

DOI10.1080/03461238.1980.10408649zbMath0446.62107MaRDI QIDQ3891649

Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1980

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1980.10408649

zbMATH Keywords

upper bounds; constraints; claim size distributions; stop-loss premiums; representation theorems for distributions

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62E15: Exact distribution theory in statistics

62E10: Characterization and structure theory of statistical distributions

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Cites Work

• Upper bounds on stop-loss premiums under constraints on claim size distribution