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Approximations for stop-loss reinsurance premiums

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  • Reijnen, Rajko
  • Albers, Willem
  • Kallenberg, Wilbert C.M.

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  • Reijnen, Rajko & Albers, Willem & Kallenberg, Wilbert C.M., 2005. "Approximations for stop-loss reinsurance premiums," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 237-250, June.
    • Handle: RePEc:eee:insuma:v:36:y:2005:i:3:p:237-250
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    References listed on IDEAS

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    1. Wang, Shaun & Dhaene, Jan, 1998. "Comonotonicity, correlation order and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 235-242, July.
    2. Kaas, R., 1993. "How to (and how not to) compute stop-loss premiums in practice," Insurance: Mathematics and Economics, Elsevier, vol. 13(3), pages 241-254, December.
    3. Albers, Willem, 1999. "Stop-loss premiums under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 173-185, May.
    4. Gendron, Michel & Crepeau, Helene, 1989. "On the computation of the aggregate claim distribution when individual claims are Inverse Gaussian," Insurance: Mathematics and Economics, Elsevier, vol. 8(3), pages 251-258, November.
    5. Chaubey, Yogendra P. & Garrido, Jose & Trudeau, Sonia, 1998. "On the computation of aggregate claims distributions: some new approximations," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 215-230, December.
    6. Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May.
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    Cited by:

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    4. Hu, Xiang & Duan, Baige & Zhang, Lianzeng, 2017. "De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 48-55.
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