Some analytical approximations of stop-loss premiums
Détails
ID Serval
serval:BIB_6A6C778AB91B
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Some analytical approximations of stop-loss premiums
Périodique
Bulletin de l'Association Suisse des Actuaires
ISSN
1022-5617
Statut éditorial
Publié
Date de publication
1997
Peer-reviewed
Oui
Numéro
1
Pages
25-47
Langue
anglais
Résumé
This paper presents and compares five analytical formulas for the approximation of stop-loss premiums. Two of them, based on the inverse Gaussian distribution, are not widely known. The authors also suggest a technique which improves the precision of these approximations for portfolios.
Mots-clé
Stop-loss premiums, Inverse Gaussian distribution
Création de la notice
19/11/2007 10:31
Dernière modification de la notice
20/08/2019 14:25