Bounds on Stop-Loss Premiums and Ruin Probabilities

Abstract
Reinsurance Research - Pricing/Contract Design
Volume
10:2
Page
153-159
Year
1991
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Probability of Ruin
Publications
Insurance: Mathematics & Economics
Authors
Marc Jean Goovaerts
A Steenackers