Insurance calculations using incomplete information

DOI10.1080/03461238.1985.10413782zbMath0601.62131OpenAlexW1967301853MaRDI QIDQ3736782

Patrick L. Brockett, S. H. jun. Cox

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03461238.1985.10413782

zbMATH Keywords

Chebyshev systemsruin probabilityutility functionunimodalityMarkov-Krein theoremcollective risk theorytight upper and lower boundsenvelope estimatesinitial reserve levels

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

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