De Marco, Stefano; Henry-Labordère, Pierre Linking vanillas and VIX options: a constrained martingale optimal transport problem. (English) Zbl 1386.91138 SIAM J. Financ. Math. 6, 1171-1194 (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 49N15 90C05 90C34 90C46 PDFBibTeX XMLCite \textit{S. De Marco} and \textit{P. Henry-Labordère}, SIAM J. Financ. Math. 6, 1171--1194 (2015; Zbl 1386.91138) Full Text: DOI Link
Korn, Ralf Worst-case scenario investment for insurers. (English) Zbl 1111.91017 Insur. Math. Econ. 36, No. 1, 1-11 (2005). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{R. Korn}, Insur. Math. Econ. 36, No. 1, 1--11 (2005; Zbl 1111.91017) Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. (English) Zbl 1007.91028 Stat. Probab. Lett. 57, No. 1, 33-41 (2002). Reviewer: Gheorghe Stoica (Saint John) MSC: 91B30 PDFBibTeX XMLCite \textit{C. Genest} et al., Stat. Probab. Lett. 57, No. 1, 33--41 (2002; Zbl 1007.91028) Full Text: DOI
Hürlimann, Werner Truncated linear zero utility pricing and actuarial protection models. (English) Zbl 1359.62449 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 2, 271-279 (2001). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{W. Hürlimann}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 2, 271--279 (2001; Zbl 1359.62449) Full Text: DOI
Denuit, Michel; De Vylder, Etienne; Lefèvre, Claude Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings. (English) Zbl 0942.60002 Insur. Math. Econ. 24, No. 3, 201-217 (1999). Reviewer: S.Ebralidze (Tbilisi) MSC: 60E15 62P05 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 24, No. 3, 201--217 (1999; Zbl 0942.60002) Full Text: DOI
Hürlimann, Werner Best bounds for expected financial payoffs. II: Applications. (English) Zbl 0887.65150 J. Comput. Appl. Math. 82, No. 1-2, 213-227 (1997). Reviewer: G.S.Stavrakakis (Chania) MSC: 65C99 62P05 91G60 PDFBibTeX XMLCite \textit{W. Hürlimann}, J. Comput. Appl. Math. 82, No. 1--2, 213--227 (1997; Zbl 0887.65150) Full Text: DOI
Jansen, K.; Haezendonck, J.; Goovaerts, M. J. Upper bounds on stop-loss premiums in case of known moments up to the fourth order. (English) Zbl 0607.62129 Insur. Math. Econ. 5, 315-334 (1986). Reviewer: W.R.Heilmann MSC: 62P05 60E99 62E99 PDFBibTeX XMLCite \textit{K. Jansen} et al., Insur. Math. Econ. 5, 315--334 (1986; Zbl 0607.62129) Full Text: DOI
Goovaerts, M. J.; de Vylder, F. Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions. (English) Zbl 0527.62093 J. Econom. 23, 77-90 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{F. de Vylder}, J. Econom. 23, 77--90 (1983; Zbl 0527.62093) Full Text: DOI Link
de Pril, Nelson; Goovaerts, Marc Bounds for the optimal critical claim size of a bonus system. (English) Zbl 0504.62092 Insur. Math. Econ. 2, 27-32 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{N. de Pril} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 27--32 (1983; Zbl 0504.62092) Full Text: DOI Link
Goovaerts, M. J.; Haezendonck, J.; de Vylder, F. Numerical best bounds on stop-loss premiums. (English) Zbl 0498.62089 Insur. Math. Econ. 1, 287-302 (1982). MSC: 62P05 90C05 90C90 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 1, 287--302 (1982; Zbl 0498.62089) Full Text: DOI
Teugels, Jozef L. Estimation of ruin probabilities. (English) Zbl 0496.62089 Insur. Math. Econ. 1, 163-175 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{J. L. Teugels}, Insur. Math. Econ. 1, 163--175 (1982; Zbl 0496.62089) Full Text: DOI