Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints

DOI10.1016/0167-6687(82)90005-1zbMath0488.49030OpenAlexW1965083388WikidataQ127706407 ScholiaQ127706407MaRDI QIDQ1166106

F. Etienne De Vylder

Publication date: 1982

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90005-1

zbMATH Keywords

dual problempolar functionpolar coneprimal problem

Mathematics Subject Classification ID

Convex programming (90C25) Variational problems in a geometric measure-theoretic setting (49Q20) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for problems in abstract spaces (49J27) Convexity of real functions of several variables, generalizations (26B25) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Methods of successive quadratic programming type (90C55) Set functions, measures and integrals with values in abstract spaces (28B99)

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Cites Work

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• Analytical best upper bounds on stop-loss premiums
• Representation Theorems for Distribution Functions
• Improved methods for calculating and estimating maximal stop-loss premiums
• Upper bounds on stop-loss premiums under constraints on claim size distribution

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