Bounds for stop-loss premium under restrictions on \(I\)-divergence (Q1277807)
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scientific article; zbMATH DE number 1251565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for stop-loss premium under restrictions on \(I\)-divergence |
scientific article; zbMATH DE number 1251565 |
Statements
Bounds for stop-loss premium under restrictions on \(I\)-divergence (English)
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26 May 1999
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Kullback-Leibler information number
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cross-entropy
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I-projections
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stop-loss premium
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I-divergence
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generalized geometric programming duality
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0.8970603
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0.8950257
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0.8928962
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0.8908781
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0.8906311
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0.8851881
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0.88248336
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