scientific article
From MaRDI portal
Publication:3948505
zbMath0487.62087MaRDI QIDQ3948505
Marc J. Goovaerts, F. Etienne De Vylder
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities for sums, series and integrals (26D15)
Related Items (11)
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances ⋮ Upper bounds on stop-loss premiums in case of known moments up to the fourth order ⋮ Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem ⋮ Best bounds for expected financial payoffs. II: Applications ⋮ Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions ⋮ Estimation of ruin probabilities ⋮ Numerical best bounds on stop-loss premiums ⋮ Worst-case scenario investment for insurers ⋮ Truncated linear zero utility pricing and actuarial protection models ⋮ Bounds for the optimal critical claim size of a bonus system ⋮ Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
This page was built for publication:
