scientific article

zbMath0532.62082MaRDI QIDQ3314810

J. Haezendonck, Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

applicationsruin probabilitiesordering of risksstop-loss reinsurancepremium calculation principlesbounds on stop-loss premiumsapplications of convex analysiscritical claim size

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Convex programming (90C25) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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