Concepedia

Stop-loss Pricing

Stop-Loss Pricing is a reinsurance pricing method that belongs to the class of non-proportional pricing techniques, distinguished by its focus on determining premium rates for stop-loss contracts based on the expected cost of aggregate losses exceeding a specified retention level.

66

Publications

2.7K

Citations

88

Authors

55

Institutions

Publications per year

2017–2026

4

Parents

Publications

66

OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

Elyès Jouini, Walter Schachermayer, Nizar Touzi · Mathematical Finance · 2008 · 246 citations · Full text

, , +17

Stop-loss order for portfolios of dependent risks

Alfred Müller · Insurance Mathematics and Economics · 1997 · 160 citations

, , +14

Optimal Risk Exchanges

Hans Bühlmann, William S. Jewell · Astin Bulletin · 1979 · 152 citations · Full text

, , +17

Stop-loss orders and price cascades in currency markets

Carol L. Osler · Journal of International Money and Finance · 2005 · 123 citations

, , +16

Modeling and Comparing Dependencies in Multivariate Risk Portfolios

Nicole Bäuerle, Alfred Müller · Astin Bulletin · 1998 · 120 citations · Full text

, , +17

1–5 of 66

Authors

88

  1. MG
    Marc Goovaerts

    KU Leuven, Belgium

    7 publications · 161 citations

    7

    h-index

  2. WH
    Werner Hürlimann

    Winterthur Museum Garden and Library, United States

    5 publications · 148 citations

    5

    h-index

  3. RK
    R. Kaas

    University of Amsterdam, Netherlands

    4 publications · 83 citations

    4

    h-index

  4. YC
    Yichun Chi

    Central University of Finance and Economics, China

    3 publications · 86 citations

    3

    h-index

  5. AW
    Andrew W. Lo

    Massachusetts Institute of Technology, United States

    3 publications · 111 citations

    3

    h-index

1–5 of 88

Institutions

55

  1. KU Leuven

    Leuven, Belgium

    9 h-index

    11 publications

    320 citations

  2. University of Amsterdam

    Amsterdam, The Netherlands

    7 h-index

    11 publications

    219 citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    5 h-index

    6 publications

    225 citations

  4. Central University of Finance and Economics

    Beijing, China

    3 h-index

    5 publications

    148 citations

  5. Lodz University of Technology

    Lodz, Poland

    3 h-index

    3 publications

    73 citations

  6. University of Waterloo

    Waterloo, Canada

    3 h-index

    6 publications

    166 citations

  7. UCLouvain

    Louvain-la-Neuve, Belgium

    3 h-index

    3 publications

    132 citations

  8. Institute of Mathematics

    Warsaw, Poland

    3 h-index

    3 publications

    73 citations

1–8 of 55

Venues

  1. Insurance Mathematics and Economics

    25 publications · 928 citations

    18

    h-index

  2. Astin Bulletin

    12 publications · 497 citations

    11

    h-index

  3. Scandinavian Actuarial Journal

    7 publications · 218 citations

    6

    h-index

  4. SSRN Electronic Journal

    Repository · 5 publications · 121 citations

    5

    h-index

  5. Journal of Financial Markets

    2 publications · 92 citations

    2

    h-index

1–5