Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. Moment problem and its applications to risk assessment. (English) Zbl 1414.91236 N. Am. Actuar. J. 21, No. 2, 242-266 (2017). MSC: 91B30 90C22 PDFBibTeX XMLCite \textit{R. Tian} et al., N. Am. Actuar. J. 21, No. 2, 242--266 (2017; Zbl 1414.91236) Full Text: DOI
Wong, Man Hong; Zhang, Shuzhong Computing best bounds for nonlinear risk measures with partial information. (English) Zbl 1284.91278 Insur. Math. Econ. 52, No. 2, 204-212 (2013). MSC: 91B30 60E05 62P05 90C22 PDFBibTeX XMLCite \textit{M. H. Wong} and \textit{S. Zhang}, Insur. Math. Econ. 52, No. 2, 204--212 (2013; Zbl 1284.91278) Full Text: DOI
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. Worst case risk measurement: back to the future? (English) Zbl 1228.91037 Insur. Math. Econ. 49, No. 3, 380-392 (2011). MSC: 91B30 62P05 90C08 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 49, No. 3, 380--392 (2011; Zbl 1228.91037) Full Text: DOI
Janssens, Gerrit K.; Ramaekers, Katrien M. On the use of bounds on the stop-loss premium for an inventory management decision problem. (English) Zbl 1141.90004 J. Interdiscip. Math. 11, No. 1, 115-126 (2008). MSC: 90B05 90B50 91B30 PDFBibTeX XMLCite \textit{G. K. Janssens} and \textit{K. M. Ramaekers}, J. Interdiscip. Math. 11, No. 1, 115--126 (2008; Zbl 1141.90004) Full Text: DOI Link
De Schepper, Ann; Heijnen, Bart Distribution-free option pricing. (English) Zbl 1141.91434 Insur. Math. Econ. 40, No. 2, 179-199 (2007). MSC: 91G20 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{B. Heijnen}, Insur. Math. Econ. 40, No. 2, 179--199 (2007; Zbl 1141.91434) Full Text: DOI
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
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
De Schepper, A.; Heijnen, B. General restrictions on tail probabilities. (English) Zbl 0851.60015 J. Comput. Appl. Math. 64, No. 1-2, 177-188 (1995). MSC: 60E15 60E99 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{B. Heijnen}, J. Comput. Appl. Math. 64, No. 1--2, 177--188 (1995; Zbl 0851.60015) Full Text: DOI Link
Heijnen, B. Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk. (English) Zbl 0717.62102 Insur. Math. Econ. 9, No. 2-3, 207-220 (1990). Reviewer: W.-R.Heilmann MSC: 62P05 91B30 62E15 PDFBibTeX XMLCite \textit{B. Heijnen}, Insur. Math. Econ. 9, No. 2--3, 207--220 (1990; Zbl 0717.62102) Full Text: DOI
Goovaerts, M. J.; Kaas, R. Application of the problem of moments to derive bounds on integrals with integral constraints. (English) Zbl 0559.62086 Insur. Math. Econ. 4, 99-111 (1985). MSC: 62P05 26A99 33C45 26A42 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. Kaas}, Insur. Math. Econ. 4, 99--111 (1985; Zbl 0559.62086) Full Text: DOI
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). MSC: 62P05 90C25 PDFBibTeX XMLCite \textit{F. de Vylder}, Scand. Actuarial J. 1983, 129--147 (1983; Zbl 0522.62087) Full Text: DOI
de Vylder, F.; Goovaerts, M. Maximization of the variance of a stop-loss reinsured risk. (English) Zbl 0513.62102 Insur. Math. Econ. 2, 75-80 (1983). MSC: 62P05 90C15 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 75--80 (1983; Zbl 0513.62102) Full Text: DOI
de Vylder, F. Maximization, under equality constraints, of a functional of a probability distribution. (English) Zbl 0501.90071 Insur. Math. Econ. 2, 1-16 (1983). MSC: 90C15 65C99 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 1--16 (1983; Zbl 0501.90071) 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