Pages that link to "Item:Q1171350"
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The following pages link to Numerical best bounds on stop-loss premiums (Q1171350):
Displaying 14 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Maximization of the variance of a stop-loss reinsured risk (Q1050738) (← links)
- Estimation of ruin probabilities (Q1169998) (← links)
- Maximization, under equality constraints, of a functional of a probability distribution (Q1172548) (← links)
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings (Q1302126) (← links)
- General restrictions on tail probabilities (Q1917912) (← links)
- Application of the problem of moments to derive bounds on integrals with integral constraints (Q2266334) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Worst-case scenario investment for insurers (Q2483943) (← links)
- Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk (Q2638706) (← links)
- On the use of bounds on the stop-loss premium for an inventory management decision problem (Q3519723) (← links)
- Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950) (← links)
- Moment Problem and Its Applications to Risk Assessment (Q5379219) (← links)
