Title
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Best upper bounds on risks altered by deductibles under incomplete information
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Author
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Abstract
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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. |
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Language
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English
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Source (journal)
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Scandinavian actuarial journal. - Uppsala, 1974, currens
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Publication
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Uppsala
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1989
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ISSN
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0346-1238
1651-2030
[online]
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DOI
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10.1080/03461238.1989.10413853
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Volume/pages
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1
(1989)
, p. 23-46
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Full text (Publisher's DOI)
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