Representation theorems for extremal distributions

DOI10.1016/0167-6687(84)90063-5zbMath0546.60018OpenAlexW2066966056WikidataQ127065916 ScholiaQ127065916MaRDI QIDQ797891

J. Haezendonck, F. Etienne De Vylder, Freddy Delbaen

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90063-5

zbMATH Keywords

weak star topologymetrizable topological spacerepresentation of extremal distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probabilistic measure theory (60A10) Topological linear spaces and related structures (46A99)

Related Items (2)

Maximization, under equality constraints, of a functional of a probability distribution ⋮ Maximization of the variance of a stop-loss reinsured risk

Cites Work

• Unnamed Item
• Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
• Improved methods for calculating and estimating maximal stop-loss premiums
• Upper bounds on stop-loss premiums under constraints on claim size distribution

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