The bounds of premium and optimality of stop loss insurance under uncertain random environments

DOI10.1016/J.INSMATHECO.2015.06.004zbMATH Open1348.91172OpenAlexW921832776MaRDI QIDQ495489FDOQ495489

Xiaozhong Li, Ying Liu, Yinli Liu

Publication date: 14 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.06.004

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zbMATH Keywords

expected utilityrisk aversiondeductiblestop loss insuranceuncertain random variable

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
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Cited In (7)

• Diversified models for portfolio selection based on uncertain semivariance
• Optimal insurance contract specification in the upstream sector of the oil and gas industry
• Guaranteed bounds for insurance premium rates for the insurance portfolio of factorizable claims
• On the use of bounds on the stop-loss premium for an inventory management decision problem
• Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
• Optimal premium allocation under stop-loss insurance using exposure curves
• Bounds on stop-loss premiums and ruin probabilities

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