Arithmetization of distributions and linear goal programming

DOI10.1016/S0167-6687(00)00040-8zbMATH Open1003.65007WikidataQ127814663 ScholiaQ127814663MaRDI QIDQ1584590FDOQ1584590

Authors: José Luis Vilar 

Publication date: 8 January 2003

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

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zbMATH Keywords

simplex methodarithmetic distributionlinear goal programminglocal moment matchingPanjer's algorithm

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Cites Work

• Title not available (Why is that?)
• 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

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