Non-exponential bounds for stop-loss premiums and ruin probabilities
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Publication:5430553
DOI10.1080/03461230510009817zbMath1143.91026OpenAlexW2023392881MaRDI QIDQ5430553
Konstadinos Politis, Stathis Chadjiconstantinidis
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230510009817
ruin probabilityrenewal equationstop-loss premiumSparre Andersen modelaging propertiescompound geometric
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