An Elementary Upper Bound for the Loading of a Stoploss Cover

DOI10.1080/03461238.1990.10413875zbMath0746.62100OpenAlexW2164847786MaRDI QIDQ3990296

Erhard Kremer

Publication date: 28 June 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413875

zbMATH Keywords

upper boundreinsurance treatyCauchy-Schwarz- inequalitypremium boundsstoploss covervariance of the claims amount

Mathematics Subject Classification ID

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

Related Items (3)

Elementary upper bounds for the variance of a general reinsurance treaty ⋮ An elementary upper bound on the loading of a largest claims reinsurance cover ⋮ Non-optimality of a linear combination of proportional and non-proportional reinsurance

Cites Work

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