Improved methods for calculating and estimating maximal stop-loss premiums

DOI10.1007/BF02809390zbMath0485.62114OpenAlexW2066801169MaRDI QIDQ3945456

Wolf-Rüdiger Heilmann

Publication date: 1981

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809390

zbMATH Keywords

optimization

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints ⋮ Representation theorems for extremal distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parameterfreie Abschätzung und Realisierung von Erwartungswerten
• On an application of a smoothing inequality to the estimation of stop-loss premiums
• Upper bounds on stop-loss premiums under constraints on claim size distribution
• A duality theory for stop-loss distributions
• A representation theorem for the second dual of C[0,1]

This page was built for publication: Improved methods for calculating and estimating maximal stop-loss premiums