Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950): Difference between revisions
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English | Duality theory for bounds on integrals with applications to stop-loss premiums |
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Duality theory for bounds on integrals with applications to stop-loss premiums (English)
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1983
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polar functions
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maximization of integral under constraints
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dual linear problem
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sharp upper bounds on stop loss premiums
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