An upper bound on the premium of the stop-loss treaty
- 20 Downloads
KeywordsStochastic Programming Insurance Premium Moment Problem Side Condition Claim Amount
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
- Dennenberg, D. (1990): Premium calculation: Why standard deviation should be replaced by absolute deviation. Astin Bulletin, 181–190.Google Scholar
- Goovaerts, M. J., de Vylder, F. and Haezendonck, J. (1984): Insurance premiums. North-Holland, Amsterdam.Google Scholar
- Prékopa, A. (1995): Stochastic programming. Kluwer, Dordrecht.Google Scholar
© DAV/DGVFM 2000