Upper bounds on stop-loss premiums in case of known moments up to the fourth order

Abstract
Reinsurance Research - Pricing/Contract Design
Volume
5:4
Page
315-334
Year
1986
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Financial and Statistical Methods
Statistical Models and Methods
Publications
Insurance: Mathematics & Economics
Authors
Marc Jean Goovaerts
J Haezendonck
K Jansen