Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk (Q1054433): Difference between revisions

@@ Property / author @@
-Q595309
@@ Property / author: Q595309 / rank @@
-Normal rank
@@ Property / author @@
-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
-Normal rank
@@ Property / author @@
+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
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6687(83)90023-9
+Normal rank
@@ Property / OpenAlex ID @@
+W1996196104
@@ Property / OpenAlex ID: W1996196104 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximization, under equality constraints, of a functional of a probability distribution
+Normal rank
@@ Property / cites work @@
+Bound on integrals: Elimination of the dual and reduction of the number of equality constraints
+Normal rank