Pages that link to "Item:Q578833"
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The following pages link to Approximations for stop-loss premiums (Q578833):
Displaying 16 items.
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Approximations for stop-loss reinsurance premiums (Q882850) (← links)
- Two inequalities on stop-loss premiums and some of its applications (Q1077856) (← links)
- On approximating aggregate claims distributions and stop-loss premiums by truncation (Q1182772) (← links)
- On the computation of the aggregate claim distribution when individual claims are inverse Gaussian (Q1262681) (← links)
- Limiting tail behaviour of some discrete compound distributions (Q1262682) (← links)
- Stop-loss premiums under dependence (Q1302122) (← links)
- The adjustment function in ruin estimates under interest force (Q1381145) (← links)
- A Cox process with log-normal intensity. (Q1413360) (← links)
- Ruin estimates under interest force (Q1902621) (← links)
- Predictive stop-loss premiums and Student's \(t\)-distribution (Q1902632) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
- The total claims distribution under inflationary conditions (Q4729222) (← links)
- (Q4867326) (← links)