Bounds on compound distributions and stop-loss premiums

DOI10.1016/0167-6687(85)90041-1zbMath0584.62173OpenAlexW2081114409MaRDI QIDQ1069644

J. Th. Runnenburg, Marc J. Goovaerts

Publication date: 1985

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(85)90041-1

zbMATH Keywords

Chebyshev inequalitystop-loss premiumsbounds for the tail of compound distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

A Unified Approach to Generate Risk Measures ⋮ Aging properties and bounds for ruin probabilities and stop-loss premiums ⋮ Refinements of bounds for tails of compound distributions and ruin probabilities ⋮ Bounds on compound distributions and stop-loss premiums

Cites Work

• Error bounds for the compound Poisson approximation
• Approximation and estimation of some compound distributions
• Bounds on compound distributions and stop-loss premiums
• Approximation of aggregate claims distributions by compound Poisson distributions
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