Blätter der DGVFM

, Volume 24, Issue 4, pp 744–745 | Cite as

An upper bound on the premium of the stop-loss treaty

  • Erhard Kremer


Stochastic 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.


  1. Dennenberg, D. (1990): Premium calculation: Why standard deviation should be replaced by absolute deviation. Astin Bulletin, 181–190.Google Scholar
  2. Goovaerts, M. J., de Vylder, F. and Haezendonck, J. (1984): Insurance premiums. North-Holland, Amsterdam.Google Scholar
  3. Prékopa, A. (1995): Stochastic programming. Kluwer, Dordrecht.Google Scholar

Copyright information

© DAV/DGVFM 2000

Authors and Affiliations

  • Erhard Kremer
    • 1
  1. 1.Hamburg

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