A Stop Loss Inequality for Compound Poisson Processes with a Unimodal Claimsize Distribution

Publisher: Cambridge University Press

E-ISSN: 1783-1350|9|1-2|247-256

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.9, Iss.1-2, 1977-01, pp. : 247-256

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Abstract

The paper considers the problem of finding an upper bound for the Stop loss premium.