Publication:4297832
From MaRDI portal
zbMath0797.62095MaRDI QIDQ4297832
Publication date: 25 October 1994
distribution-free; discrete time; stability criterion; Chebyshev approximation; stop-loss reinsurance; mean-variance framework; percentile premium calculation principle; reinsurance of the risk of non-solvability; solvability model; solvability premium; stop-loss order relation
60E15: Inequalities; stochastic orderings
62P05: Applications of statistics to actuarial sciences and financial mathematics
41A50: Best approximation, Chebyshev systems
Related Items
On distribution-free safe layer-additive pricing, Non-optimality of a linear combination of proportional and non-proportional reinsurance, Best bounds for expected financial payoffs. II: Applications, Predictive stop-loss premiums and Student's \(t\)-distribution, Enhancing insurer value through reinsurance optimization