On approximating aggregate claims distributions and stop-loss premiums by truncation

DOI10.1016/0167-6687(91)90006-JzbMath0739.62080MaRDI QIDQ1182772

Bjoern Sundt

Publication date: 28 June 1992

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

zbMATH Keywords

truncationupper and lower boundsaggregate claims distributionsstop- loss premiums

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

A new method for evaluating the distribution of aggregate claims

Cites Work

• Unnamed Item
• Finite formulae for the premium of the general reinsurance treaty based on ordered claims
• Discussion on W. Hürlimann: error bounds for stop-loss premiums calculated with the Fast Fourier Transform

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