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Approximations for stop-loss premiums

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  • Teugels, J. L.
  • Willmot, G.

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  • Teugels, J. L. & Willmot, G., 1987. "Approximations for stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 6(3), pages 195-202, July.
    • Handle: RePEc:eee:insuma:v:6:y:1987:i:3:p:195-202
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    Cited by:

    1. Sundt, Bjorn & Teugels, Jozef L., 1995. "Ruin estimates under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 7-22, April.
    2. Sundt, Bjorn & Teugels, Jozef L., 1997. "The adjustment function in ruin estimates under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 19(2), pages 85-94, April.
    3. Kimberly S. Weems & Paul J. Smith, 2018. "Assessing the robustness of estimators when fitting Poisson inverse Gaussian models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(8), pages 985-1004, November.
    4. Albrecher, Hansjoerg & Constantinescu, Corina & Thomann, Enrique, 2012. "Asymptotic results for renewal risk models with risky investments," Stochastic Processes and their Applications, Elsevier, vol. 122(11), pages 3767-3789.

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