Best upper bounds on risks altered by deductibles under incomplete information
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1989.10413853
Reference7 articles.
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3. How to estimate the Value at Risk under incomplete information;Journal of Computational and Applied Mathematics;2010-03
4. On the use of bounds on the stop-loss premium for an inventory management decision problem;Journal of Interdisciplinary Mathematics;2008-02
5. Distribution-free option pricing;Insurance: Mathematics and Economics;2007-03
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