Best upper bounds on risks altered by deductibles under incomplete information
Faculty of Applied Economics
Scandinavian actuarial journal. - Uppsala, 1974, currens
, p. 23-46
University of Antwerp
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.