Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
type: Item
instance of: scholarly article
title: Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
zbMATH Open document ID: 0519.62092
DOI: 10.1016/0167-6687(83)90023-9
published in: Insurance Mathematics \& Economics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3822978
zbMATH Keywords: best bounds on stop-loss premium
zbMATH Keywords: unimodal distribution
zbMATH Keywords: retention limit
zbMATH Keywords: analytical calculations
zbMATH Keywords: convex methods
author: Floriaen E. C. De Vylder
author: Marc J. Goovaerts
MaRDI profile type: Publication
full work available at URL: 0167-6687(83)90023-9
OpenAlex ID: W1996196104
cites work: Maximization, under equality constraints, of a functional of a probability distribution
cites work: Bound on integrals: Elimination of the dual and reduction of the number of equality constraints
description: scientific article; zbMATH DE number 3822978