Wong, Man Hong; Zhang, Shuzhong On distributional robust probability functions and their computations. (English) Zbl 1339.60013 Eur. J. Oper. Res. 233, No. 1, 23-33 (2014). MSC: 60E05 90C22 91B30 PDFBibTeX XMLCite \textit{M. H. Wong} and \textit{S. Zhang}, Eur. J. Oper. Res. 233, No. 1, 23--33 (2014; Zbl 1339.60013) 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
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 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