Two inequalities on stop-loss premiums and some of its applications
type: Item
instance of: scholarly article
title: Two inequalities on stop-loss premiums and some of its applications
zbMATH Open document ID: 0595.62108
DOI: 10.1016/0167-6687(86)90041-7
published in: Insurance Mathematics \& Economics
publication date: 1986-01-01T00:00:00Z
review text: This is a short investigation of the direction of the change in the stop loss premium and in the bonus rate (for reinsurance) caused by the presence of negative risk sums. An example of the latter would be to include annuitants in the analysis of a group life contract. A couple of numerical examples support the theoretically derived inequalities.
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3958520
zbMATH Keywords: compound Poisson
zbMATH Keywords: negative binomial
zbMATH Keywords: stop loss premium
zbMATH Keywords: bonus rate
zbMATH Keywords: negative risk sums
zbMATH Keywords: group life contract
zbMATH Keywords: inequalities
author: Werner Hürlimann
reviewed by: Graham Lord
MaRDI profile type: Publication
full work available at URL: 0167-6687(86)90041-7
OpenAlex ID: W1969195872
cites work: Numerische Berechnung von Gesamtschadenverteilungen
cites work: Q3314810
description: scientific article; zbMATH DE number 3958520