Exponential estimates for the stop-loss premium

DOI10.1080/03461238.1981.10413742zbMath0479.62074OpenAlexW2041719266MaRDI QIDQ3938393

Noël Veraverbeke

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03461238.1981.10413742

zbMATH Keywords

Poisson processstandard risk model

Mathematics Subject Classification ID

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

Related Items

Approximations for stop-loss premiums

Cites Work

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• On Deviations of the Sample Mean