How to (and how not to) compute stop-loss premiums in practice
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Publication:1323592
DOI10.1016/0167-6687(93)90405-EzbMath0800.62681OpenAlexW2063957421MaRDI QIDQ1323592
Publication date: 1 June 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(93)90405-e
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)
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