A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints
type: Item
instance of: scholarly article
title: A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints
zbMATH Open document ID: 0633.65150
DOI: 10.1016/0377-0427(87)90145-2
published in: Journal of Computational and Applied Mathematics
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65R10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 44A60
Mathematics Subject Classification ID: 62E99
zbMATH DE Number: 4030947
zbMATH Keywords: distributions with fixed moments
zbMATH Keywords: actuarial sciences
zbMATH Keywords: convex analysis
zbMATH Keywords: stop-loss premiums
zbMATH Keywords: claim distribution
zbMATH Keywords: moment constraints
author: Rob Kaas
author: Marc J. Goovaerts
MaRDI profile type: Publication
full work available at URL: 0377-0427(87)90145-2
OpenAlex ID: W1988991636
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description: scientific article; zbMATH DE number 4030947