| Authors |
|
| Publication date |
1992
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| Journal |
Insurance: Mathematics & Economics
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| Volume | Issue number |
11 | 2
|
| Pages (from-to) |
129-133
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| Number of pages |
5
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| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
|
| Abstract |
A premium principle is derived, in which the loading for a risk is the reinsurance loading for an excess-of-loss cover. It is shown that the principle is well-behaved in the sense that it results in larger premiums for risks that are larger in stop-loss order or in stochastic dominance.
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| Document type |
Article
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| Published at |
https://doi.org/10.1016/0167-6687(92)90049-H
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