Approximations for stop-loss reinsurance premiums

Reijnen, Rajko, Albers, Willem, Kallenberg, Wilbert C. M. . Insurance: Mathematics & Economics 2005. 36 (3) :237-250

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Bibtex

@article{CIS-233737,
  Author = {Reijnen, Rajko and Albers, Willem and Kallenberg, Wilbert C. M.},
  Title = {Approximations for stop-loss reinsurance premiums},
  Journal = {Insurance: Mathematics & Economics},
  Volume = {36},
  Number = {3},
  Year = {2005},
  Pages = {237--250},
  Keywords = {Aggregate claims, Stop-loss premium, individual model, dependent claims}
}

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