Best Upper and Lower Bounds on Modified Stop Loss Premiums in Case of Known Range, Mode, Mean and Variance of the Origin

Abstract
Reinsurance Research - Pricing/Contract Design
Volume
9:2-3
Page
207-220
Year
1990
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Reinsurance Analysis
Financial and Statistical Methods
Statistical Models and Methods
Publications
Insurance: Mathematics & Economics
Authors
Bart Heijnen