✦ LIBER ✦

Bounds on compound distributions and stop-loss premiums

✍ Scribed by J.Th. Runnenburg; M.J. Goovaerts

Book ID: 107918842
Publisher: Elsevier Science
Year: 1985
Tongue: English
Weight: 393 KB
Volume: 4
Category: Article
ISSN: 0167-6687
DOI: 10.1016/0167-6687(85)90041-1

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📜 SIMILAR VOLUMES

Bounds on modified stop-loss premiums in

Bounds on modified stop-loss premiums in case of unimodal distributions.

✍ B. Heijnen; M.J. Goovaerts 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 103 KB

Bounds on stop-loss premiums and ruin pr

Bounds on stop-loss premiums and ruin probabilities

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Analytical best upper bounds on stop-los

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On approximating aggregate claims distri

On approximating aggregate claims distributions and stop-loss premiums by truncation

✍ Bjørn Sundt 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 277 KB

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✍ P.P. Boyle; D.J. Nye 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 97 KB

Aging properties and bounds for ruin pro

Aging properties and bounds for ruin probabilities and stop-loss premiums

✍ Jun Cai; José Garrido 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 498 KB

In this paper, we derive relations between stop-loss premiums and their associated ruin probabilities by use of the new worse than used (NWU) aging property of the ruin probability. General upper and lower bounds for the stop-loss premium are derived. Also, we get a general upper bound for the ruin