Upper bounds on stop-loss premiums in case of known moments up to the fourth order

Author:

Jansen K.,Haezendonck J.,Goovaerts M.J.

Publisher

Elsevier BV

Subject

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

Reference10 articles.

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

2. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints;De Vylder;Insurance: Mathematics and Economics,1982

3. Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable;De Vylder,1982

4. Analytical best upper bounds for stop-loss premiums;De Vylder;Insurance: Mathematics and Economics,1982

5. Upper bounds on stop-loss premiums under constraints on claim size distribution as derived from representation theorems for distribution functions;Goovaerts;Scandinavian Actuarial Journal,1980

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