Ein einfacher Beweis für Ohlins Lemma

DOI10.1007/BF02808813zbMath0658.62125OpenAlexW2087395478WikidataQ124792528 ScholiaQ124792528MaRDI QIDQ3806638

R. van Dawen

Publication date: 1986

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808813

zbMATH Keywords

convex functionsoptimal reinsuranceOhlin's lemmastop-loss transforms

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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