Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950)
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scientific article; zbMATH DE number 3827047
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Duality theory for bounds on integrals with applications to stop-loss premiums |
scientific article; zbMATH DE number 3827047 |
Statements
Duality theory for bounds on integrals with applications to stop-loss premiums (English)
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1983
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polar functions
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maximization of integral under constraints
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dual linear problem
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sharp upper bounds on stop loss premiums
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