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Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable
| Content Provider | Scilit |
|---|---|
| Author | Vylder, F. De Goovaerts, M. Pril, N. De |
| Copyright Year | 1982 |
| Description | In case of a stop-loss treaty the reinsurer takes over that part of the risk that exceeds a given amount $y_{1}$. We will deduce bounds on a modified stop-loss treaty where the liability of the reinsurer is limited to $y_{2}–y_{1}$ in case the claim amount exceeds $y_{2}$. Upper and lower bounds of this modified stop-loss premium are obtained as a simple application of results obtained earlier by the first author. |
| Related Links | https://www.cambridge.org/core/services/aop-cambridge-core/content/view/78E8CF5B4392B3F4F7EBC6176DB69D44/S0515036100006917a.pdf/div-class-title-bounds-on-modified-stop-loss-premiums-in-case-of-known-mean-and-variance-of-the-risk-variable-div.pdf |
| Ending Page | 36 |
| Page Count | 14 |
| Starting Page | 23 |
| ISSN | 05150361 |
| e-ISSN | 17831350 |
| DOI | 10.1017/s0515036100006917 |
| Journal | ASTIN Bulletin |
| Issue Number | 1 |
| Volume Number | 13 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 1982-06-01 |
| Access Restriction | Open |
| Subject Keyword | ASTIN Bulletin Stop Loss Premiums Modified Stop Loss |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Accounting Economics and Econometrics |