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- W2080309714 abstract "Stop-loss premiums are typically calculated under the assumption that the insured lives in the underlying portfolio are independent. Here we study the effects of small departures from this assumption. Using Edgeworth expansions, it is made transparent which configurations of dependence parameters may cause substantial deviations in the stop-loss premiums." @default.
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- W2080309714 title "Stop-loss premiums under dependence" @default.
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- W2080309714 doi "https://doi.org/10.1016/s0167-6687(98)00051-1" @default.
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