Two inequalities on stop-loss premiums and some of its applications
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.
scientific article; zbMATH DE number 3958520