scientific article; zbMATH DE number 3892431

MaRDI QIDQ5185877zbMATH OpenFDO

Authors H. U. Gerber, Klaus Schürger

Publication date 1985

zbMATH Keywords

monotonicity of stop-loss premiums

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities for sums, series and integrals (26D15) Monotonic functions, generalizations (26A48)

Cited in

(6)

• scientific article; zbMATH DE number 849081 (Why is no real title available?)
• Upper bounds on stop-loss premiums in case of known moments up to the fourth order
• Stop-loss premiums under dependence
• Bounds on compound distributions and stop-loss premiums
• On the probability of ruin for infinitely divisible claim amount distributions
• On the efficacy of stop-loss rules in the presence of overnight gaps

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