Title: A note on the stop-loss preservin property of Wang's premium principle
Authors: Ribas, C
Goovaerts, Marc
Dhaene, Jan
Issue Date: 1998
Publisher: K.U.Leuven - Departement Toegepaste Economische Wetenschappen
Series Title: DTEW Research Report 9812 pages:1-9
Abstract: A desirable property for a premium principle is that it preserves stop-loss order. In this paper, we present a simple proof for the stop-loss preserving property of Wang's class of premium principles, in the case that the distribution functions involved have only finitely many crossing points.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

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