Best bounds on the Stop-Loss Premium in Case of Known Range, Expectation Variance and Mode of the Risk

Link
http://www.sciencedirect.com/science/journal/01676687
Volume
2:4
Page
241-249
Year
1983
Keywords
Reinsurance Research - Pricing/Contract Design
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Financial and Statistical Methods
Loss Distributions
Actuarial Applications and Methodologies
Ratemaking
Publications
Insurance: Mathematics & Economics
Authors
Florian Etienne De Vylder
Marc Jean Goovaerts
Formerly on syllabus
Off