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Publication:3742575
zbMATH Open0605.62124MaRDI QIDQ3742575FDOQ3742575
Publication date: 1986
Title of this publication is not available (Why is that?)
boundsmoment problemadjustment coefficientcompound Poisson distributionsstop-loss premiumsstop-loss dominanceintegrals over distribution functions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)
Cited In (6)
- A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints
- Moment Problem and Its Applications to Risk Assessment
- On distribution-free safe layer-additive pricing
- Explicit moments for a class of micro-models in non-life insurance
- Extremal values of stop-loss premiums under moment constraints
- An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications
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