Upper and lower bounds for sums of random variables
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 27 (2000)
Issue (Month): 2 (October)
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Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Goovaerts, Marc & Redant, Hendrik, 1999. "On the distribution of IBNR reserves," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 1-9, September.
- Patrick L. Brockett & James R. Garven, 1998. "A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 23(2), pages 127-137, December.
- Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
- Simon, S. & Goovaerts, M. J. & Dhaene, J., 2000. "An easy computable upper bound for the price of an arithmetic Asian option," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 175-183, May.
- Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May.
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