Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
Faculty of Applied Economics
Insurance: mathematics and economics. - Amsterdam
, p. 207-220
University of Antwerp
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.