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Journal articles on the topic 'Stop loss'

Author: Grafiati
Published: 4 June 2021
Last updated: 27 April 2022

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1

Fisher, Marie. "Stop-Loss." Journal of Feminist Family Therapy 21, no. 2 (May 27, 2009): 147–49. http://dx.doi.org/10.1080/08952830902914812.

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2

Kaminski, Kathryn M., and Andrew W. Lo. "When do stop-loss rules stop losses?" Journal of Financial Markets 18 (March 2014): 234–54. http://dx.doi.org/10.1016/j.finmar.2013.07.001.

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3

Hürlimann, Werner. "Predictive Stop-Loss Premiums." ASTIN Bulletin 23, no. 1 (May 1993): 55–76. http://dx.doi.org/10.2143/ast.23.1.2005101.

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AbstractBased on a representation of the aggregate claims random variable as linear combination of counting random variables, a linear multivariate Bayesian model of risk theory is defined. In case of the classical risk theoretical assumptions, that is conditional Poisson likelihood counting variates and Gamma structural density, the model is shown to identify with a Bayesian version of the collective model of risk theory. An interesting multivariate credibility formula for the predictive mean is derived. A new type of recursive algorithm, called three-stage nested recursive scheme, allows to evaluate the predictive density and associated predictive stop-loss premiums in an effective way.
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4

Hürlimann, W. "Predictive stop-loss premiums." Insurance: Mathematics and Economics 13, no. 2 (November 1993): 151. http://dx.doi.org/10.1016/0167-6687(93)90863-k.

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5

Thomakos, Dimitrios, and Rafael Yahlomi. "Dynamic stop-loss rules as universal performance enhancers." Investment Management and Financial Innovations 15, no. 2 (April 13, 2018): 1–16. http://dx.doi.org/10.21511/imfi.15(2).2018.01.

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This paper provides ample empirical evidence, using US equity and bond indices, why daily stop-loss rules can be considered as viable performance enhancers. While a longer-term stop-loss rule can help investors to avoid market crashes by being out of the market, investors may obviously lose on the up-market days too. Furthermore, a shorter-term stop-loss rule may not miss the good market days by allowing investors to stay for a longer time in the market at the obvious expense of increased risk and higher drawdowns. This paper illustrates how daily stop-loss rules can significantly outperform the buy and hold equity and bond benchmarks, their equally weighted portfolio and the trend following strategy, simple moving average, which is driven from those asset classes – for both long and short positions. The results are robust to a variety of variations on the initial theme and it’s shown that performance enhancements can come from a variety of other sources related to a static stop-loss rule.
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6

Albers, Willem. "Stop-loss premiums under dependence." Insurance: Mathematics and Economics 24, no. 3 (May 1999): 173–85. http://dx.doi.org/10.1016/s0167-6687(98)00051-1.

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7

Wei, Wang, and Yannis Yatracos. "A stop-loss risk index." Insurance: Mathematics and Economics 34, no. 2 (April 2004): 241–50. http://dx.doi.org/10.1016/j.insmatheco.2003.12.003.

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8

Teugels, J. L., and G. Willmot. "Approximations for stop-loss premiums." Insurance: Mathematics and Economics 6, no. 3 (July 1987): 195–202. http://dx.doi.org/10.1016/0167-6687(87)90013-8.

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9

Ikuma, T., A. Endo, and K. Wasada. "Volatility-based stop-loss pricing." Insurance: Mathematics and Economics 17, no. 1 (August 1995): 65–66. http://dx.doi.org/10.1016/0167-6687(95)91061-p.

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10

Kellner, Markus, and Fabian Liebel. "Aufklärungspflichten bei Stop-Loss-Orders." Zeitschrift für das gesamte Bank- und Börsenwesen 68, no. 9 (2020): 664. http://dx.doi.org/10.47782/oeba202009066401.

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11

Boyle, Phelim P., and David J. Nye. "A Note on Stop Loss Premiums." Journal of Risk and Insurance 58, no. 3 (September 1991): 536. http://dx.doi.org/10.2307/253408.

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12

Denuit, Michel, and Catherine Vermandele. "Optimal reinsurance and stop-loss order." Insurance: Mathematics and Economics 22, no. 3 (July 1998): 229–33. http://dx.doi.org/10.1016/s0167-6687(97)00039-5.

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13

Short, Ben. "Rab2 directs a stop-loss program." Journal of Cell Biology 186, no. 6 (September 21, 2009): 769. http://dx.doi.org/10.1083/jcb.1866if.

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14

Leoni, Patrick L. "Stop-loss strategies and derivatives portfolios." International Journal of Business Forecasting and Marketing Intelligence 1, no. 1 (2008): 82. http://dx.doi.org/10.1504/ijbfmi.2008.020816.

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15

Reijnen, Rajko, Willem Albers, and Wilbert C. M. Kallenberg. "Approximations for stop-loss reinsurance premiums." Insurance: Mathematics and Economics 36, no. 3 (June 2005): 237–50. http://dx.doi.org/10.1016/j.insmatheco.2005.02.001.

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16

Boyle, P. P., and D. J. Nye. "A note on stop-loss premiums." Insurance: Mathematics and Economics 12, no. 1 (February 1993): 70. http://dx.doi.org/10.1016/0167-6687(93)91017-o.

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17

Yang, Chunpeng, and Zhanpei Zhang. "Realization utility with stop-loss strategy." Quarterly Review of Economics and Finance 81 (August 2021): 261–75. http://dx.doi.org/10.1016/j.qref.2021.06.017.

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18

You, Haiyan, and Xiaoqing Zhou. "The Pareto-Optimal Stop-Loss Reinsurance." Mathematical Problems in Engineering 2021 (January 30, 2021): 1–6. http://dx.doi.org/10.1155/2021/2839726.

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Reinsurance plays a role of a stabilizer of the insurance industry and can be an effective tool to reduce the risk for the insurer. This paper aims to provide the optimal reinsurance design associated with the stop-loss reinsurance under the criterion of value-at-risk (VaR) risk measure. In this paper, the probability levels in the VaRs used by the both reinsurance parties are assumed to be different and the optimality results of reinsurance are derived by minimizing linear combination of the VaRs of the cedent and the reinsurer. The optimal parameter values of the stop-loss reinsurance policy are formally derived under the expectation premium principle.
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19

Bollenberger, Raimund, Markus Kellner, and Markus Kellner. "Stop-Loss-Order: im Einzelnen ausgehandelt." Zeitschrift für das gesamte Bank- und Börsenwesen 66, no. 11 (2018): 804. http://dx.doi.org/10.47782/oeba201811080401.

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20

Bollenberger, Raimund, Markus Kellner, and Markus Kellner. "Stop-Loss-Order: im Einzelnen ausgehandelt." Zeitschrift für das gesamte Bank- und Börsenwesen 66, no. 11 (2018): 805. http://dx.doi.org/10.47782/oeba201811080501.

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21

McKeon, Ryan, and Marko Svetina. "Protecting against Loss: Protective Put Strategies versus Stop-Loss Strategies." Journal of Investing 26, no. 3 (August 31, 2017): 65–76. http://dx.doi.org/10.3905/joi.2017.26.3.065.

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22

Shelton, Austin. "The value of stop-loss, stop-gain strategies in dynamic asset allocation." Journal of Asset Management 18, no. 2 (August 2, 2016): 124–43. http://dx.doi.org/10.1057/s41260-016-0010-y.

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23

Bird, Ron, Davis Dennis, and Mark Tippett. "A stop loss approach to portfolio insurance." Journal of Portfolio Management 15, no. 1 (October 31, 1988): 35–40. http://dx.doi.org/10.3905/jpm.1988.409178.

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24

Dhaene, Jan, and Marc J. Goovaerts. "Dependency of Risks and Stop-Loss Order." ASTIN Bulletin 26, no. 2 (November 1996): 201–12. http://dx.doi.org/10.2143/ast.26.2.563219.

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AbstractThe correlation order, which is defined as a partial order between bivariate distributions with equal marginals, is shown to be a helpfull tool for deriving results concerning the riskiness of portfolios with pairwise dependencies. Given the distribution functions of the individual risks, it is investigated how changing the dependency assumption influences the stop-loss premiums of such portfolios.
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25

한상일 and 최우석. "Pricing Stop-Loss Reinsurance under Tweedie Distribution." Journal of Risk Management 18, no. 2 (December 2007): 57–79. http://dx.doi.org/10.21480/tjrm.18.2.200712.003.

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26

Klement, Joachim. "Assessing Stop-Loss and Re-Entry Strategies." Journal of Trading 8, no. 4 (September 30, 2013): 44–53. http://dx.doi.org/10.3905/jot.2013.8.4.044.

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27

Tooth, Sarah Marietta. "On the Efficacy of Stop-Loss Strategies." Journal of Trading 9, no. 4 (September 30, 2014): 100–107. http://dx.doi.org/10.3905/jot.2014.9.4.100.

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28

Shen, Shih-yu, and Andrew Minglong Wang. "On stop-loss strategies for stock investments." Applied Mathematics and Computation 119, no. 2-3 (April 2001): 317–37. http://dx.doi.org/10.1016/s0096-3003(99)00229-5.

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29

Castaner, Anna. "Optimal stop-loss reinsurance: a dependence analysis." Hacettepe Journal of Mathematics and Statistics 45, no. 53 (February 23, 2015): 1. http://dx.doi.org/10.15672/hjms.2015539472.

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30

Shyy, Gang. "Gambler's ruin and optimal stop loss strategy." Journal of Futures Markets 9, no. 6 (December 1989): 565–71. http://dx.doi.org/10.1002/fut.3990090609.

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31

Zemka, Sue. "“Stop—Loss”: Extending Time in the Arts." English Language Notes 46, no. 1 (March 1, 2008): 1–6. http://dx.doi.org/10.1215/00138282-46.1.1.

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32

Pikitch, Ellen K. "Stop-loss order for forage fish fisheries." Proceedings of the National Academy of Sciences 112, no. 21 (May 18, 2015): 6529–30. http://dx.doi.org/10.1073/pnas.1505403112.

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33

Willmot, Gordon E., Steve Drekic, and Jun Cai. "Equilibrium Compound Distributions and Stop-Loss Moments." Scandinavian Actuarial Journal -1, no. 1 (January 1, 2003): 1. http://dx.doi.org/10.1080/03461230410020752.

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34

Willmot, Gordon E., Steve Drekic *, and Jun Cai. "Equilibrium compound distributions and stop-loss moments." Scandinavian Actuarial Journal 2005, no. 1 (January 2005): 6–24. http://dx.doi.org/10.1080/03461230510009691.

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35

Lu, Tong-Yu, and Zhang Yi. "Generalized correlation order and stop-loss order." Insurance: Mathematics and Economics 35, no. 1 (August 2004): 69–76. http://dx.doi.org/10.1016/j.insmatheco.2004.04.003.

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36

Kremer, Erhard. "Prämie eines einfacheren Aggregate Stop Loss Vertrages." Blätter der DGVFM 26, no. 4 (November 2004): 782–86. http://dx.doi.org/10.1007/bf02808985.

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37

Gerber, Hans U., and Klaus Schuerger. "On the monotonicity of stop-loss premiums." Insurance: Mathematics and Economics 4, no. 2 (April 1985): 135. http://dx.doi.org/10.1016/0167-6687(85)90008-3.

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38

Vellanki, Priyathama. "Eating to stop diabetes." Science Translational Medicine 12, no. 549 (June 24, 2020): eabc8952. http://dx.doi.org/10.1126/scitranslmed.abc8952.

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39

Kaas, R., and M. J. Goovaerts. "Bounds on Stop-Loss Premiums for Compound Distributions." ASTIN Bulletin 16, no. 1 (April 1986): 13–17. http://dx.doi.org/10.2143/ast.16.1.2015011.

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AbstractUpper and lower bounds are derived for the stop-loss premium of compound distributions with fixed claim number distribution and known mean, variance and range for the claim severity distribution.
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40

Kaas, R., A. E. van Heerwaarden, and M. J. Goovaerts. "On Stop-Loss Premiums for the Individual Model." ASTIN Bulletin 18, no. 1 (April 1988): 91–97. http://dx.doi.org/10.2143/ast.18.1.2014963.

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AbstractIt is shown how the upper bounds for stop-loss premiums (and approximations to tail probabilities) obtained by replacing the individual model for a portfolio of risks by the collective model can be improved upon at the cost of only slightly more computer time. The method used is simply to keep a restricted number of large risks as they are instead of approximating them by a compound Poisson distribution. In a real-life example, the relative error in the stop-loss premium is shown to be reduced drastically by keeping only 10 out of 743 risks unchanged.
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41

Müller, Alfred. "Stop-loss order for portfolios of dependent risks." Insurance: Mathematics and Economics 21, no. 3 (December 1997): 219–23. http://dx.doi.org/10.1016/s0167-6687(97)00032-2.

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42

Hu, Taizhong, and Zhiqiang Wu. "On dependence of risks and stop-loss premiums." Insurance: Mathematics and Economics 24, no. 3 (May 1999): 323–32. http://dx.doi.org/10.1016/s0167-6687(99)00007-4.

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43

Benardais, Karelle, Basem Kasem, Alice Couegnas, Brigitte Samama, Sebastien Fernandez, Christiane Schaeffer, Maria-Cristina Antal, et al. "Loss of STOP Protein Impairs Peripheral Olfactory Neurogenesis." PLoS ONE 5, no. 9 (September 15, 2010): e12753. http://dx.doi.org/10.1371/journal.pone.0012753.

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44

Zhang, Nan, Linyi Qian, Zhuo Jin, and Wei Wang. "Optimal stop-loss reinsurance with joint utility constraints." Journal of Industrial & Management Optimization 13, no. 5 (2017): 0. http://dx.doi.org/10.3934/jimo.2020001.

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45

Bloom, Joanne. "How case management affects medical stop loss insurance." Case Manager 15, no. 2 (March 2004): 70–72. http://dx.doi.org/10.1016/j.casemgr.2004.01.002.

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46

Schoen, Steve, and Marie Klinkmueller. "Trends Toward Self-Insurance and Stop-Loss Coverage." Compensation & Benefits Review 25, no. 3 (June 1993): 59–62. http://dx.doi.org/10.1177/088636879302500311.

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47

Dhaene, Jan, Gordon Willmot, and Bjørn Sundt. "Recursions for Distribution Functions and Stop-Loss Transforms." Scandinavian Actuarial Journal 1999, no. 1 (January 1999): 52–65. http://dx.doi.org/10.1080/03461230050131876.

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48

Goffard, Pierre-Olivier, and Patrick J. Laub. "Orthogonal polynomial expansions to evaluate stop-loss premiums." Journal of Computational and Applied Mathematics 370 (May 2020): 112648. http://dx.doi.org/10.1016/j.cam.2019.112648.

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49

Mert, Ozenc Murat, and A. Sevtap Selcuk-Kestel. "Time dependent stop-loss reinsurance and exposure curves." Journal of Computational and Applied Mathematics 389 (June 2021): 113348. http://dx.doi.org/10.1016/j.cam.2020.113348.

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50

Henderson, Vicky, David Hobson, and Alex S. L. Tse. "Probability weighting, stop-loss and the disposition effect." Journal of Economic Theory 178 (November 2018): 360–97. http://dx.doi.org/10.1016/j.jet.2018.10.002.

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