Pages that link to "Item:Q1838013"

The following pages link to Analytical best upper bounds on stop-loss premiums (Q1838013):

Displaying 23 items.

• On distributional robust probability functions and their computations (Q297175) (← links)
• Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (Q595312) (← links)
• Worst case risk measurement: back to the future? (Q654815) (← links)
• The average virtual waiting time as a measure of performance (Q919729) (← links)
• Distribution-free option pricing (Q995496) (← links)
• Maximization of the variance of a stop-loss reinsured risk (Q1050738) (← links)
• Bound on integrals: Elimination of the dual and reduction of the number of equality constraints (Q1054639) (← links)
• Finite formulae for the premium of the general reinsurance treaty based on ordered claims (Q1076469) (← links)
• Upper bounds on stop-loss premiums in case of known moments up to the fourth order (Q1085557) (← links)
• Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints (Q1166106) (← links)
• Numerical best bounds on stop-loss premiums (Q1171350) (← links)
• Maximization, under equality constraints, of a functional of a probability distribution (Q1172548) (← links)
• Two-sided Lundberg inequalities in a Markovian environment (Q1324885) (← links)
• Approximations in the problem of level crossing by a compound renewal process (Q1732073) (← links)
• Bounds for the optimal critical claim size of a bonus system (Q1836256) (← links)
• Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
• Worst-case scenario investment for insurers (Q2483943) (← links)
• Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
• Strong stability in a two-dimensional classical risk model with independent claims (Q3077752) (← links)
• An asymptotic formula for the net premium of some reinsurance treaties (Q3332133) (← links)
• Approximations for the probability of ruin within finite time (Q3685056) (← links)
• Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
• On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)