Representation theorems for extremal distributions

DOI10.1016/0167-6687(84)90063-5MaRDI QIDQ797891zbMATHOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3517729 (Why is no real title available?)
• Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
• Improved methods for calculating and estimating maximal stop-loss premiums
• Upper bounds on stop-loss premiums under constraints on claim size distribution

Cited in

(4)

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

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