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  • Search: isPartOf:"ASTIN BULLETIN ; Vol. 28 - No. 1 - 1998, 119-134"
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Hürlimann, Werner 1
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DBV-Winterthur-Versicherung Aktiengesellschaft 1
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ASTIN BULLETIN ; Vol. 28 - No. 1 - 1998, 119-134 1 Casualty Actuarial Society - Publications 1
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USB Cologne (business full texts) 1
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On Stop-Loss Order and the Distortion Pricing Principle
Hürlimann, Werner - DBV-Winterthur-Versicherung Aktiengesellschaft
A number of more or less well-known, but quite complex, characterizations of stop-loss order are rewewed and proved m an elementary way. Two recent proofs of the stop-loss order preserwng property for the distortion pricing principle are invahdated through a simple counterexample...
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