Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints

Author:

De Vylder F.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference7 articles.

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2. Improved methods for calculating and estimating maximal stop-loss premiums;Heilmann;Blatter der Deutschen Gesellschaft für Versicherungsmathematik,1981

3. Representation theorems for distribution functions;Mulholland;Proceedings London Mathematical Society,1958

4. Upper bounds on stop-loss premiums under constraints on claim size distribution;Taylor;Scandinavian Actuarial Journal,1977

5. Analytical best upper bounds on stop-loss premiums;De Vylder;Insurance: Mathematics and Economics,1982

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