Arithmetization of distributions and linear goal programming

DOI10.1016/S0167-6687(00)00040-8MaRDI QIDQ1584590zbMATH OpenWikidataFDO

Authors José Luis Vilar

Publication date 8 January 2003

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

simplex methodarithmetic distributionlinear goal programminglocal moment matchingPanjer's algorithm

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Recommendations

• scientific article; zbMATH DE number 5929604
• Linear Approximations of Probability Density Functions
• Moment-based approximations of discrete probability distributions using rational functions
• Matching moments to phase distributions: nonlinear programming approaches
• Discrete Approximations to Continuous Univariate Distributions—an Alternative to Simulation

Cites work

• scientific article; zbMATH DE number 47228 (Why is no real title available?)
• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• Practical aspects of stop-loss calculations

Cited in

(1)

• On a fuzzy discretization of continuous distributions with applications to risk models

This page was built for publication: Arithmetization of distributions and linear goal programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1584590)