de Vylder, F. Duality theory for bounds on integrals with applications to stop-loss premiums. (English) Zbl 0522.62087 Scand. Actuarial J. 1983, 129-147 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 10 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 90C25 Convex programming Keywords:polar functions; maximization of integral under constraints; dual linear problem; sharp upper bounds on stop loss premiums PDFBibTeX XMLCite \textit{F. de Vylder}, Scand. Actuarial J. 1983, 129--147 (1983; Zbl 0522.62087) Full Text: DOI References: [1] Bühlmann H., Mitt. der Ver. Schw. Vers. Math 74 pp 284– (1974) [2] Bowers N. L., Transactions of the Society of Actuaries 21 pp 211– (1969) [3] De Groot R., Thesis nr 34., Faculteit Econ. en Toeg. Econ (1979) [4] De Vylder F., Insurance Mathematics and Economics 2 (1982) [5] De Vylder F., Mitt. der Ver. Schw. Verso Math (1982) [6] De Vylder F., Insurance Mathematics and Economics 3 (1982) [7] Ekeland I., Convex analysis and variational problems (1976) · Zbl 0322.90046 [8] Gabliardi B., Mitt. Ver. Schw. Math 74 pp 215– (1974) [9] DOI: 10.1080/03461238.1980.10408649 · Zbl 0446.62107 [10] Goovaerts M., Insurance Mathematics and Economics 1 (4) (1982) · Zbl 0498.62089 [11] Heilman W. R., Blätter Deutschen Ges. Vers. Math pp 21– (1980) [12] Ioffe A. D., Theory of extremal problems (1979) · Zbl 0407.90051 [13] DOI: 10.1080/03461238.1977.10405631 · Zbl 0369.62111 [14] Verbeek H., The ASTIN Bulletin 9 pp 247– (1977) 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.