Publication:3675937

zbMath0562.90099MaRDI QIDQ3675937

Marc J. Goovaerts, Fernand Broeckx, F. Etienne De Vylder, J. Bertels

Publication date: 1984

zbMATH Keywords

stop-loss premium; insurance problem; infinite number of inequality constraints

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

90C90: Applications of mathematical programming

90C05: Linear programming