Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk (Q1054433): Difference between revisions
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| Property / author | |||
| Property / author: F. Etienne De Vylder / rank | |||
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| Property / author | |||
| Property / author: Marc J. Goovaerts / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(83)90023-9 / rank | |||
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| Property / OpenAlex ID: W1996196104 / rank | |||
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| Property / cites work: Maximization, under equality constraints, of a functional of a probability distribution / rank | |||
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| Property / cites work: Bound on integrals: Elimination of the dual and reduction of the number of equality constraints / rank | |||
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Latest revision as of 10:15, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk |
scientific article |
Statements
Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk (English)
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1983
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best bounds on stop-loss premium
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unimodal distribution
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retention limit
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analytical calculations
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convex methods
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