Pages that link to "Item:Q3672950"
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The following pages link to Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950):
Displaying 10 items.
- Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (Q595312) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Maximization of the variance of a stop-loss reinsured risk (Q1050738) (← links)
- A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints (Q1096377) (← links)
- Numerical best bounds on stop-loss premiums (Q1171350) (← links)
- Maximization, under equality constraints, of a functional of a probability distribution (Q1172548) (← links)
- A partially observable decision problem under a shifted likelihood ratio ordering (Q1905881) (← links)
- Properties of a job search problem on a partially observable Markov chain in a dynamic economy (Q2494774) (← links)
- Stop-loss ordering for scale and power mixtures of distributions (Q3327580) (← links)
- A Stochastic Ordering and Related Sequential Decision Problems (Q3489807) (← links)
