𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on Stop Loss Premiums

✍ Scribed by Phelim P. Boyle and David J. Nye


Book ID
123725217
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
143 KB
Volume
58
Category
Article
ISSN
0022-4367

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πŸ“œ SIMILAR VOLUMES


A note on stop-loss premiums
✍ P.P. Boyle; D.J. Nye πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 97 KB
Predictive stop-loss premiums.
✍ W. HΓΌrlimann πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 104 KB
Approximations for stop-loss premiums
✍ J.L. Teugels; G. Willmot πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 815 KB
Stop-loss premiums under dependence
✍ Willem Albers πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 147 KB

Stop-loss premiums are typically calculated under the assumption that the insured lives in the underlying portfolio are independent. Here we study the effects of small departures from this assumption. Using Edgeworth expansions, it is made transparent which configurations of dependence parameters ma