Title
Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
Author
Faculty/Department
Faculty of Applied Economics
Publication type
article
Publication
Amsterdam ,
Subject
Economics
Mathematics
Source (journal)
Insurance: mathematics and economics. - Amsterdam
Volume/pages
9(1990) :2/3 , p. 207-220
ISSN
0167-6687
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
If the stop-loss treaty is modified in such a way that the liability of the reinsurer is limited, and if the range, the mode, the mean and the variance of the original risk are known, the best possible upper and lower bounds for the reinsurance premiums are calculated, using only the given information.
E-info
https://repository.uantwerpen.be/docman/iruaauth/1df0e9/3871fb33884.pdf
Handle