Abstract
Upper and lower bounds are derived for the stop-loss premium of compound distributions with fixed claim number distribution and known mean, variance and range for the claim severity distribution.
Reinsurance Research - Pricing/Contract Design
Volume
16:1
Page
13-19
Year
1986
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Bulletin
