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
de Vylder, F.; Goovaerts, M. Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. (English) Zbl 0519.62092 Insur. Math. Econ. 2, 241-249 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 241--249 (1983; Zbl 0519.62092) Full Text: DOI