Integral representation and upper bounds for stop-loss premiums under constraints given by inequalities

DOI10.1080/03461238.1982.10405428zbMATH Open0521.62081OpenAlexW2106893062MaRDI QIDQ3670406

Author name not available (Why is that?)

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405428

zbMATH Keywords

inequalitiesupper boundsintegral representationextreme pointsconstraintsstop-loss premiumsbell-shaped distributionsclaim-size distributionsconvex sets of measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Cites Work

• Integral representation in the set solutions of a generalized moment problem
• Representation Theorems for Distribution Functions
• Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
• Upper bounds on stop-loss premiums under constraints on claim size distribution

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