Publication:4320691
From MaRDI portal
zbMath0815.62073MaRDI QIDQ4320691
Publication date: 29 June 1995
fair premium; stop-loss reinsurance; premium calculation principle; premium calculation; total splitting risk; reinsurance contracts; immunization property; linear risk-exchange; maximum variance premium reduction; mean risk premium; parameter-free CAPM based premium formulas
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods, A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts, 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, Axiomatic characterization of insurance prices, A uniform approximation to the sampling distribution of the coefficient of variation