메뉴 건너뛰기




Volumn 26, Issue 2, 1996, Pages 185-199

Improved Analytical Bounds for Some Risk Quantities

Author keywords

analytical bounds; atomic distributions; relative variance; ruin probability; stochastic orderings; stop loss

Indexed keywords


EID: 85011463117     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.2.563218     Document Type: Article
Times cited : (17)

References (16)
  • 1
    • 84919223459 scopus 로고
    • On the rating of a special stop-loss cover
    • Benktander, G. (1977). On the rating of a special stop-loss cover. ASTIN Bulletin. 9, 33–41.
    • (1977) ASTIN Bulletin , vol.9 , pp. 33-41
    • Benktander, G.1
  • 10
    • 0010027407 scopus 로고
    • Bulletin of the Swiss Association of Actuaries
    • Hürlimann, W. (1993). Solvabilité et réassurance. Bulletin of the Swiss Association of Actuaries, 229–49.
    • (1993) Solvabilité et réassurance , pp. 229-249
    • Hürlimann, W.1
  • 12
    • 84972074455 scopus 로고
    • The Schmitter problem and a related problem: a partial solution
    • Kaas, R. (1991). The Schmitter problem and a related problem: a partial solution. ASTIN Bulletin. 21, 133–46.
    • (1991) ASTIN Bulletin , vol.21 , pp. 133-146
    • Kaas, R.1
  • 13
    • 0347292351 scopus 로고
    • Bounds on stop-loss premiums for compound distributions
    • Kaas, R., Goovaerts, M.J. (1986). Bounds on stop-loss premiums for compound distributions. ASTIN Bulletin. 16, 13–17.
    • (1986) ASTIN Bulletin , vol.16 , pp. 13-17
    • Kaas, R.1    Goovaerts, M.J.2
  • 16
    • 0000863298 scopus 로고
    • Bounds for the extrema of the expected value of a convex function of independent random variables
    • Stoyan, D. (1973). Bounds for the extrema of the expected value of a convex function of independent random variables. Studia Scientiarum Mathematicarum Hungarica. 8, 153–59.
    • (1973) Studia Scientiarum Mathematicarum Hungarica , vol.8 , pp. 153-159
    • Stoyan, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.