APPROXIMATIONS FOR STOP-LOSS PREMIUMS

被引：7

作者：

TEUGELS, JL ^{[1
]}

WILLMOT, G ^{[1
]}

机构：

[1] UNIV WATERLOO,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

INSURANCE MATHEMATICS & ECONOMICS | 1987年 / 6卷 / 03期

关键词：

D O I：

10.1016/0167-6687(87)90013-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：195 / 202

页数：8

共 24 条

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[2]

BOHMAN H, 1963, SKANDINAVISK AKTUARI, V46, P87

[3]

Douglas J. B., 1980, ANAL STANDARD CONTAG

[4] APPROXIMATIONS FOR COMPOUND POISSON AND POLYA PROCESSES [J].

EMBRECHTS, P ;

JENSEN, JL ;

MAEJIMA, M ;

TEUGELS, JL .

ADVANCES IN APPLIED PROBABILITY, 1985, 17 (03) :623-637

[5] A PROPERTY OF THE GENERALIZED INVERSE GAUSSIAN DISTRIBUTION WITH SOME APPLICATIONS [J].

EMBRECHTS, P .

JOURNAL OF APPLIED PROBABILITY, 1983, 20 (03) :537-544

[6] A RENEWAL THEOREM OF BLACKWELL TYPE [J].

EMBRECHTS, P ;

MAEJIMA, M ;

OMEY, E .

ANNALS OF PROBABILITY, 1984, 12 (02) :561-570

[7] ESTIMATES FOR THE PROBABILITY OF RUIN WITH SPECIAL EMPHASIS ON THE POSSIBILITY OF LARGE CLAIMS [J].

EMBRECHTS, P ;

VERAVERBEKE, N .

INSURANCE MATHEMATICS & ECONOMICS, 1982, 1 (01) :55-72

[8]

Embrechts P., 1985, ASTIN BULL, V15, P45, DOI [10.2143/AST.15.1.2015033, DOI 10.2143/AST.15.1.2015033]

[9]

Esscher F, 1932, SKAND AKTUARIETIDSKR, V15, P175

[10]

Feller W., 2008, INTRO PROBABILITY TH

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