de Vylder, F. Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. (English) Zbl 0519.90066 Insur. Math. Econ. 2, 139-145 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 Documents MSC: 90C25 Convex programming 65C99 Probabilistic methods, stochastic differential equations Keywords:primal problem; polar function; bipolar function; upper concave regularization; convex set of probability distributions; equality constraints; dual problems; existence of particular solutions PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 139--145 (1983; Zbl 0519.90066) Full Text: DOI References: [1] Botts, T., Convex sets, Amer. Math. Monthly, 49, 527-535 (1942) · Zbl 0061.37708 [2] De Vylder, F., Best bounds for integrals with respect to measures allowed to vary under conical and integral constraints, Insurance Math. Econom., 1, 109-130 (1982) · Zbl 0488.49030 [3] De Vylder, F., Maximization, under equality constraints, of a functional of a probability distribution, Insurance Math. Econom., 2, 1-16 (1983) · Zbl 0501.90071 [4] De Vylder, F.; Goovaerts, M., Analytical best bounds on stop-loss premiums, Insurance Math. Econom., 1, 197-211 (1982) · Zbl 0508.62088 [5] De Vylder, F.; Goovaerts, M., Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk, Insurance Math. Econom., 2, 4 (1983), to appear · Zbl 0519.62092 [6] Ekeland, I.; Temam, R., Convex Analysis and Variational Problems (1976), North-Holland: North-Holland Amsterdam 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.