Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk

DOI10.1016/0167-6687(90)90035-CzbMath0717.62102OpenAlexW2077272326MaRDI QIDQ2638706

Bart Heijnen

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-6687(90)90035-c

zbMATH Keywords

meanvariancemodetwo-point distributionbest possible upper and lower boundsKhinchine transformmodified stop-loss premiumreinsurance premiumsthree-point distribution

Mathematics Subject Classification ID

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Cites Work

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• Upper bounds on stop-loss premiums in case of known moments up to the fourth order
• Numerical best bounds on stop-loss premiums
• Best upper bounds on risks altered by deductibles under incomplete information
• Insurance calculations using incomplete information

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