A note on a maximum stop-loss spread for a reinsurance in layers
✍ Scribed by Werner Hürlimann
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- German
- Weight
- 136 KB
- Volume
- 27
- Category
- Article
- ISSN
- 1864-0281
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Note on Net and Double Gains, or Losses, in Spreading Operations ## P. Laborde n certain two-sided spreading operations there occur double gains when the I spread expectation holds; that is, a gain in each one of the component legs of the spreading diagram, instead of a net gain from a gains and
## Suppose a sequential sample is taken from an unknown discrete probability distribution on an unknown range of integers, in an effort to sample its maximum. A crucial issue is an appropriate stopping rule determining when to terminate the sampling process. We approach this problem from a Bayes