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

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+MaRDI publication profile
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+Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
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+Duality theory for bounds on integrals with applications to stop-loss premiums
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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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+Upper bounds on stop-loss premiums under constraints on claim size distribution
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6687(83)90015-x
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+W1973727171
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+Normal rank