Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950)

From MaRDI portal
Revision as of 18:12, 17 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    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

    Identifiers