Article: article from journal or magazin.
Some analytical approximations of stop-loss premiums
Bulletin de l'Association Suisse des Actuaires
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.
Stop-loss premiums, Inverse Gaussian distribution
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