Title
Best upper bounds on risks altered by deductibles under incomplete information Best upper bounds on risks altered by deductibles under incomplete information
Author
Faculty/Department
Faculty of Applied Economics
Publication type
article
Publication
Uppsala ,
Subject
Economics
Mathematics
Source (journal)
Scandinavian actuarial journal. - Uppsala, 1974, currens
Volume/pages
(1989) :1 , p. 23-46
ISSN
0346-1238
1651-2030
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
By means of deductibles the original risk X is transformed into a risk W=f(X, d). In the present contribution best upper bounds are derived for E(W) in case of incomplete information on the original risk X.
Handle