Upper bounds on stop-loss premiums in case of known moments up to the fourth order
Year of publication: |
1986
|
---|---|
Authors: | Jansen, K. |
Other Persons: | Haezendonck, J. (contributor) ; Goovaerts, Marc J. (contributor) |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 5.1986, 4, p. 315-334
|
Subject: | Versicherungsmathematik | Actuarial mathematics |
-
Modeling and performance of bonus-malus systems : stationarity versus age-correction
Asmussen, Søren, (2014)
-
How to (and how not to) compute stop-loss premiums in practice
Kaas, R., (1993)
-
Financement des retraites, épargne et croissance
Artus, Patrick, (1994)
- More ...
-
Insurance premiums : theory and applications
Goovaerts, Marc J., (1984)
-
Limit distributions for risk processes in case of claim amounts of finite expectation
Jansen, K., (1983)
-
On multiple counting processes with the Markov property
Haezendonck, J., (1982)
- More ...