Pages that link to "Item:Q882850"
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The following pages link to Approximations for stop-loss reinsurance premiums (Q882850):
Displaying 16 items.
- Approximations for stop-loss premiums (Q578833) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← 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)
- A Cox process with log-normal intensity. (Q1413360) (← links)
- Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Penultimate gamma approximation in the CLT for skewed distributions (Q2786495) (← links)
- A flexible model for actuarial risks under dependence (Q3077733) (← links)
- COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES (Q4563751) (← links)
- AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251) (← links)
- (Q4867326) (← links)
- On excess-of-loss reinsurance (Q5391363) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)