Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
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Publication:3891649
DOI10.1080/03461238.1980.10408649zbMath0446.62107OpenAlexW2136465928MaRDI QIDQ3891649
Marc J. Goovaerts, F. Etienne De Vylder
Publication date: 1980
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1980.10408649
upper boundsconstraintsclaim size distributionsstop-loss premiumsrepresentation theorems for distributions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)
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