Title: Bounds on stop-loss premiums and ruin probabilities
Authors: Steenackers, A ×
Goovaerts, Marc #
Issue Date: 1991
Series Title: Insurance: Mathematics & Economics vol:10 issue:2 pages:153-159
Abstract: Upper and lower bounds are obtained for stop-loss premiums of a compound Poisson distribution with intensity lambda and for ruin probabilities with safety margin theta in case of known expectation, variance, and range for the claim severity function. In insurance practice, the information available on the distribution of certain risks is often incomplete, making the exact calculation of quantities impossible. However, in many such cases, one can derive accurate bounds on the quantities by replacing the unknown distribution by a more and a less dangerous distribution
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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