Insurance calculations using incomplete information
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Publication:3736782
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
Chebyshev systemsruin probabilityutility functionunimodalityMarkov-Krein theoremcollective risk theorytight upper and lower boundsenvelope estimatesinitial reserve levels
Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)
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