232009(M120) On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation: Hürlimann W.,Swiss Association of Actuaries, Bulletin, Heft 1, 1998

083010 (M10, M12) Stop-loss bounds for d

083010 (M10, M12) Stop-loss bounds for diatomic bivariate sums by given marginal means, variances and positive correlation : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, volume 1, pp. 626 – 633

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 89 KB

A structure of financial loss on probability space is considered. The financial loss is represented as difference between loss and gain. In this general mathematical framework, the inequality of Bowers (1969) on the mean loss, as well as inequalities by Kremer (1990), H0rlimann (1993 a/b) on the los