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

DOI10.1016/J.INSMATHECO.2015.06.004MaRDI QIDQ495489zbMATH OpenOpenAlexFDO

Authors Ying Liu, Xiaozhong Li, 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

zbMATH Keywords

expected utilityrisk aversiondeductiblestop loss insuranceuncertain random variable

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
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• Optimal insurance in the presence of insurer's loss limit
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• Optimal investment and risk control policies for an insurer: expected utility maximization
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• The maximum flow problem of uncertain network
• Uncertain inference control for balancing an inverted pendulum
• Uncertain programming model for uncertain optimal assignment problem
• Uncertain random programming with applications
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• Uncertainty theory

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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