Upper bounds on stop-loss premiums under constraints on claim size distribution
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Publication:4148729
DOI10.1080/03461238.1977.10405631zbMath0369.62111OpenAlexW2108023503MaRDI QIDQ4148729
Publication date: 1977
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1977.10405631
Related Items (16)
Finite formulae for the premium of the general reinsurance treaty based on ordered claims ⋮ Upper bounds on stop-loss premiums in case of known moments up to the fourth order ⋮ Computing best bounds for nonlinear risk measures with partial information ⋮ Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints ⋮ Estimation of outstanding reinsurance recoveries on the basis of incomplete information ⋮ Estimation of ruin probabilities ⋮ Numerical best bounds on stop-loss premiums ⋮ Worst case risk measurement: back to the future? ⋮ Maximization, under equality constraints, of a functional of a probability distribution ⋮ Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions ⋮ Maximization of the variance of a stop-loss reinsured risk ⋮ Integral representation and upper bounds for stop-loss premiums under constraints given by inequalities ⋮ Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings ⋮ Duality theory for bounds on integrals with applications to stop-loss premiums ⋮ Representation theorems for extremal distributions ⋮ Improved methods for calculating and estimating maximal stop-loss premiums
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