Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions (Q3891649): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.1980.10408649 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2136465928 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Upper bounds on stop-loss premiums under constraints on claim size distribution / rank | |||
Normal rank | |||
Latest revision as of 09:44, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions |
scientific article |
Statements
Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions (English)
0 references
1980
0 references
upper bounds
0 references
stop-loss premiums
0 references
constraints
0 references
claim size distributions
0 references
representation theorems for distributions
0 references
