Numerical best bounds on stop-loss premiums
type: Item
instance of: scholarly article
title: Numerical best bounds on stop-loss premiums
zbMATH Open document ID: 0498.62089
DOI: 10.1016/0167-6687(82)90029-4
author: J. Haezendonck
author: Marc J. Goovaerts
author: Floriaen E. C. De Vylder
published in: Insurance Mathematics \& Economics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 3786026
zbMATH Keywords: numerical best bounds
zbMATH Keywords: stop-loss premiums
zbMATH Keywords: infinite number of linear inequality constraints
zbMATH Keywords: retention limit
zbMATH Keywords: unimodal distribution
zbMATH Keywords: concave functions
zbMATH Keywords: dual problem
MaRDI profile type: Publication
full work available at URL: 0167-6687(82)90029-4
OpenAlex ID: W2000933849
cites work: Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
cites work: Duality theory for bounds on integrals with applications to stop-loss premiums
cites work: Q3948505
cites work: Analytical best upper bounds on stop-loss premiums
cites work: Q4085497
cites work: Q4082911
cites work: Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
cites work: Q4194725
cites work: Upper bounds on stop-loss premiums under constraints on claim size distribution
description: scientific article; zbMATH DE number 3786026