×

Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. (English) Zbl 0519.62092


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] De Vylder, F., Maximation, under equality constraints, of a functional of a probability distribution, Insurance Math. Econom., 2, 1-16 (1983) · Zbl 0501.90071
[2] De Vylder, F., Bounds on integrals: Elimination of the dual and reduction of the number of equality constraints, Insurance Math. Econom., 2, 139-145 (1983) · Zbl 0519.90066
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.