Integral representation and upper bounds for stop-loss premiums under constraints given by inequalities

DOI10.1080/03461238.1982.10405428zbMath0521.62081OpenAlexW2106893062MaRDI QIDQ3670406

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Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405428

zbMATH Keywords

inequalitiesupper boundsintegral representationextreme pointsconstraintsstop-loss premiumsbell-shaped distributionsclaim-size distributionsconvex sets of measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (3)

Estimation of outstanding reinsurance recoveries on the basis of incomplete information ⋮ Unnamed Item ⋮ An open optimization problem in statistical quality control

Cites Work

• Integral representation in the set solutions of a generalized moment problem
• Representation Theorems for Distribution Functions
• Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
• Upper bounds on stop-loss premiums under constraints on claim size distribution

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