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Numerical best bounds on stop-loss premiums - MaRDI portal

Numerical best bounds on stop-loss premiums (Q1171350)

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scientific article; zbMATH DE number 3786026
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English
Numerical best bounds on stop-loss premiums
scientific article; zbMATH DE number 3786026

    Statements

    Numerical best bounds on stop-loss premiums (English)
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    1982
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    numerical best bounds
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    stop-loss premiums
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    infinite number of linear inequality constraints
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    retention limit
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    unimodal distribution
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    concave functions
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    dual problem
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