Predictive stop-loss premiums and Student's t-distribution
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference21 articles.
1. On the rating of a special stop-loss cover;Benktander;Astin Bulletin,1977
2. A comparison of the stable and Student distributions as statistical models for stock prices;Blattberg;Journal of Business,1974
3. An upper bound for the net stop-loss premium;Bowers;Transactions of the Society of Actuaries,1969
4. A subordinated stochastic process model with finite variance for speculative prices;Clark;Econometrica,1973
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