Abstract
We provide a list of best upper bounds on the stop-loss premium E(X−t)+ corresponding to the risk X and the retention limit t. Various information (moments, unimodality, symmetry,…) on the distribution F of X is taken into account.
Volume
1:3
Page
163-175
Year
1982
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Financial and Statistical Methods
Loss Distributions
Publications
Insurance: Mathematics & Economics
