Representation theorems for extremal distributions

DOI10.1016/0167-6687(84)90063-5zbMATH Open0546.60018OpenAlexW2066966056WikidataQ127065916 ScholiaQ127065916MaRDI QIDQ797891FDOQ797891

Authors: J. Haezendonck, Floriaen E. C. De Vylder, Freddy Delbaen 

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90063-5

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zbMATH Keywords

weak star topologymetrizable topological spacerepresentation of extremal distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Topological linear spaces and related structures (46A99) Probabilistic measure theory (60A10)

Cites Work

• Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
• Upper bounds on stop-loss premiums under constraints on claim size distribution
• Improved methods for calculating and estimating maximal stop-loss premiums
• Title not available (Why is that?)

Cited In (4)

• Maximization of the variance of a stop-loss reinsured risk
• Coherent distributions on the square-extreme points and asymptotics
• Extreme points of a ball about a measure with finite support
• Maximization, under equality constraints, of a functional of a probability distribution

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