A duality theory for stop-loss distributions

DOI10.1080/03461238.1978.10414323MaRDI QIDQ4179725zbMATH OpenOpenAlexFDO

Authors Wolf-Rüdiger Heilmann

Publication date 1978

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

Full work available at URL https://doi.org/10.1080/03461238.1978.10414323

zbMATH Keywords

ConstraintsLinear ProgrammingDual of Linear ProgramMaximal Stop-Loss PremiumNormed Vector SpacesStop-Loss Distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Linear programming (90C05)

Cited in

(1)

• Improved methods for calculating and estimating maximal stop-loss premiums

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