On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods

DOI10.1007/BF02808604zbMATH Open1320.91143OpenAlexW2315361413MaRDI QIDQ5422720FDOQ5422720

Authors: Werner Hürlimann 

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808604

Recommendations

• scientific article; zbMATH DE number 1093216
• Approximations for stop-loss reinsurance premiums
• scientific article; zbMATH DE number 232288
• Stop-loss premiums under dependence
• The Dutch premium principle

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Extremal functions and financial gain
• Title not available (Why is that?)

Cited In (1)

• On the efficacy of stop-loss rules in the presence of overnight gaps

This page was built for publication: On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5422720)