Goovaerts, M. J.; De Vylder, F. Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions. (English) Zbl 0446.62107 Scand. Actuarial J. 1980, 141-148 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 8 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 62E10 Characterization and structure theory of statistical distributions 62E15 Exact distribution theory in statistics Keywords:upper bounds; stop-loss premiums; constraints; claim size distributions; representation theorems for distributions Citations:Zbl 0084.329 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{F. De Vylder}, Scand. Actuarial J. 1980, 141--148 (1980; Zbl 0446.62107) Full Text: DOI References: [1] Bühlmann H., M. V.S. V pp 284– (1974) [2] De Groot R., On an extension of some stop loss inequalities based on convex analysis (1980) [3] Gagliardi B, M. V.S. V pp 215– (1974) [4] Tchebycheff systems; with applications in analysis and statistics (1966) [5] Mulholland H. P, Proc. London Math. Soc 3 pp 8– (1958) [6] Taylor G. C., Scand. Actuarial J pp 94– (1977) · Zbl 0369.62111 [7] Verbeek H. G., Astin Bulletin pp 1– (1976) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.