Publication
Title
Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
Author
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.
Language
English
Source (journal)
Insurance: mathematics and economics. - Amsterdam
Publication
Amsterdam : 1990
ISSN
0167-6687
Volume/pages
9:2/3(1990), p. 207-220
ISI
A1990EK40700019
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 26.11.2012
Last edited 19.09.2017
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