References
Dennenberg, D. (1990): Premium calculation: Why standard deviation should be replaced by absolute deviation. Astin Bulletin, 181–190.
Goovaerts, M. J., de Vylder, F. and Haezendonck, J. (1984): Insurance premiums. North-Holland, Amsterdam.
Prékopa, A. (1995): Stochastic programming. Kluwer, Dordrecht.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Kremer, E. An upper bound on the premium of the stop-loss treaty. Blätter DGVFM 24, 744–745 (2000). https://doi.org/10.1007/BF02809091
Issue Date:
DOI: https://doi.org/10.1007/BF02809091