𝔖 Bobbio Scriptorium
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Approximations for stop-loss premiums

✍ Scribed by J.L. Teugels; G. Willmot


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
815 KB
Volume
6
Category
Article
ISSN
0167-6687

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πŸ“œ SIMILAR VOLUMES


Predictive stop-loss premiums.
✍ W. HΓΌrlimann πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 104 KB
Stop-loss premiums under dependence
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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

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