Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:25, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality theory for bounds on integrals with applications to stop-loss premiums |
scientific article |
Statements
Duality theory for bounds on integrals with applications to stop-loss premiums (English)
0 references
1983
0 references
polar functions
0 references
maximization of integral under constraints
0 references
dual linear problem
0 references
sharp upper bounds on stop loss premiums
0 references
