Duality theory for bounds on integrals with applications to stop-loss premiums
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Publication:3672950
DOI10.1080/03461238.1983.10408698zbMath0522.62087OpenAlexW2014131306MaRDI QIDQ3672950
Publication date: 1983
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1983.10408698
polar functionsdual linear problemmaximization of integral under constraintssharp upper bounds on stop loss premiums
Applications of statistics to actuarial sciences and financial mathematics (62P05) Convex programming (90C25)
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Cites Work
