Maximization of the variance of a stop-loss reinsured risk (Q1050738): Difference between revisions

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-Q595309
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-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
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+F. Etienne De Vylder
@@ Property / author: F. Etienne De Vylder / rank @@
+Normal rank
@@ Property / author @@
+Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
+Normal rank
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+Duality theory for bounds on integrals with applications to stop-loss premiums
+Normal rank
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+Maximization, under equality constraints, of a functional of a probability distribution
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+Analytical best upper bounds on stop-loss premiums
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+Numerical best bounds on stop-loss premiums
@@ Property / cites work: Numerical best bounds on stop-loss premiums / rank @@
+Normal rank
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+Representation theorems for extremal distributions
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+Q4194725
@@ Property / cites work: Q4194725 / rank @@
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@@ Property / cites work @@
+Upper bounds on stop-loss premiums under constraints on claim size distribution
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@@ links / mardi / name / links / mardi / name @@
+Publication:1050738