Hostname: page-component-cd9895bd7-lnqnp Total loading time: 0 Render date: 2024-12-28T06:09:28.108Z Has data issue: false hasContentIssue false
  • English
  • Français

The Schmitter Problem

Published online by Cambridge University Press:  29 August 2014

P. Brockett ,
M. Goovaerts  and
G. Taylor
P. Brockett
Affiliation:
University of Texas at Austin, CBA-7.202 Austin Texas, K.U. Leuven, Univ Amsterdam, de Bériotstraat 34, B-3000 Leuven Coopers & Lybrand, 580 George Street, Sydney, NSW 2001, Australia.
M. Goovaerts
Affiliation:
University of Texas at Austin, CBA-7.202 Austin Texas, K.U. Leuven, Univ Amsterdam, de Bériotstraat 34, B-3000 Leuven Coopers & Lybrand, 580 George Street, Sydney, NSW 2001, Australia.
G. Taylor
Affiliation:
University of Texas at Austin, CBA-7.202 Austin Texas, K.U. Leuven, Univ Amsterdam, de Bériotstraat 34, B-3000 Leuven Coopers & Lybrand, 580 George Street, Sydney, NSW 2001, Australia.
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Discussion Papers
Information
ASTIN Bulletin: The Journal of the IAA , Volume 21 , Issue 1 , April 1991 , pp. 129 - 132
Copyright
Copyright © International Actuarial Association 1991

References

REFERENCES

Bowers, N.L. Jr. (1969) An upper bound on stop-loss net premium. Transations of the Society of Actuaries 21.Google Scholar
Bowers, N.L. Jr., Gerber, H.U., Hickman, J.E., Jones, D.A. and Nesbitt, C. J. (1986) Actuarial Mathematics. Society of Actuaries.Google Scholar
Bühlmann, H., Gagliardi, B., Gerber, H.U. and Straub, E. (1977) Some inequalities for stop-loss premiums. ASTIN Bulletin 9, 169–177.CrossRefGoogle Scholar
Brockett, P. and Cox, S. Jr. (1985) Insurance calculation using incomplete information. Scand. Actuarial J., 94–108.CrossRefGoogle Scholar
Brockett, P. and Cox, S. Jr. (1985) Optimal Ruin Calculations using Partial Stochastic Information. Transactions of the Society of Actuaries.Google Scholar
Goovaerts, M., De Vylder, F. and Haezendonck., J. (1984) Insurance Premiums. North Holland.Google Scholar
Goovaerts, M., Kaas, R., Van Heerwaerden, A. E. and Bauwelinckx, T. (1990) Effective Actuarial Methods. North Holland.Google Scholar
Janssen, K., Haezendonck, J. and Goovaerts, M. J. (1986) Upper bounds on stop-loss premium in case of known moments up to the forth order. Insurance: Mathematics and Economics 5, 315–334.Google Scholar
Kaas, R. (1987) Bounds & Approximations for some Risk Theoretical Quantities. University of Amsterdam.Google Scholar
Kaas, R. and Goovaerts, M. J. (1985) Bounds on distribution functions under integral constraints. Bulletin, Association Royale des Actuaires Beiges 79, 45–60.Google Scholar
Kaas, R. and Goovaerts, M. J. (1986) Bounds on Stop-loss premiums for compound distributions. ASTIN Bulletin XVI, 13–17.CrossRefGoogle Scholar
Karlin, K. and Studden., W.J. (1966) Chebychev systems: with application in analysis and statistics. Interscience publicishers.Google Scholar
Kempermann, J.H.B. (1970) On a class of moment problems. Proceedings of the sixth Berkeley symposium on mathematical statistics and probability, 101–126.Google Scholar
Kempermann, J.H.B. (1971) Moment problems with convexity conditions. Optimizing methods in statistics. Academic press, 115–178.Google Scholar
Krein, M.G. (1951) The idea of P. L. Chebychev and A. A. Markov in the theory of limiting values of integrals and their further developments. Am. Math. Soc. Transl. Ser. 2, 12, 1–122.Google Scholar
Mack, T. (1984) Calculation of the maximum stop-loss premium, given the first three moments of the loss distribution. Proceedings of the 4 countries Astin-Symposium.Google Scholar
Taylor, G.C. (1985) A Heuristic Review of some Ruin Theory Results. ASTIN Bulletin 15, 73–88.CrossRefGoogle Scholar
Taylor, G.C. (1977) Upper Bounds on Stop-Loss Premiums under Constraints on Claim Size Distributions. S.A.J., 94–105.Google Scholar
De Vylder, F. and Goovaerts, M. (1982b) Analytical best upper bounds for stop-loss premiums. Insurance: Mathematics and Economics 1, 3.Google Scholar