Two inequalities on stop-loss premiums and some of its applications (Q1077856)
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scientific article; zbMATH DE number 3958520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two inequalities on stop-loss premiums and some of its applications |
scientific article; zbMATH DE number 3958520 |
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Two inequalities on stop-loss premiums and some of its applications (English)
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1986
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This is a short investigation of the direction of the change in the stop loss premium and in the bonus rate (for reinsurance) caused by the presence of negative risk sums. An example of the latter would be to include annuitants in the analysis of a group life contract. A couple of numerical examples support the theoretically derived inequalities.
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compound Poisson
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negative binomial
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stop loss premium
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bonus rate
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negative risk sums
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group life contract
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inequalities
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