Analytical best upper bounds on stop-loss premiums

Author:

De Vylder F.,Goovaerts M.J.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference13 articles.

1. Ein anderer Beweis für die Stop-Loss-Ungleichung in der Arbeit Gagliardi/Straub;Bühlmann;Mitt. der Ver. Schw. Vers. Math.,1974

2. An upper bound on the stop-loss net premium;Bowers;Trans. Society of Actuaries,1969

3. Ongelijkheden voor stop-loss premies gebaseerd of E.-T. systemen in het kader van de veralgemeende convexe analyse;De Groot,1979

4. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints;De Vylder;Insurance Math. Econom.,1982

5. De Vylder, F. and Goovaerts M. (subm.). Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable. Mitt. der Ver. Schw. Vers. Math. (Submitted for publication.)

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