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How to (and how not to) compute stop-loss premiums in practice · Study

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ArticleHow to (and how not to) compute stop-loss premiums in practice

Rob Kaas1993

Article1993

How to (and how not to) compute stop-loss premiums in practice

36 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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1981Further Results on Recursive Evaluation of Compound Distributions 1984Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?

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1995Recursions for the individual model

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Year1993

Typearticle

Published1993-12-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations36

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-6687(93)90405-e

openalex_workW2063957421

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