Numerical best bounds on stop-loss preminus-Reference-Cited by-同舟云学术

Numerical best bounds on stop-loss preminus

Published:1982-10 Issue:4 Volume:1 Page:287-302
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Goovaerts M.J.,Haezendonck J.,De Vylder F.

Publisher

Elsevier BV

Subject

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

Reference14 articles.

1. Ein anderer Beweis für die Stop-Loss-Ungleichung in der Arbeit Gagliardi/Straub;Buhlmann;Mitt. der Ver. Schw. Vers. Math.,1974

2. An upper bound on the stop-loss net premium;Bowers;Trans. Soc. Actuaries,1969

3. Ongelijkheden voor stop-loss premies gebaseerd op E.-T. systemen in het kader van de veralgemeende convexe analyse;De Groot,1979

4. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints;De Vylder;Insurance Math. Econom.,1982

5. De Vylder, F. (subm.). Duality theory for bounds on integrals with applications to stop-loss premiums. Scand. Actuarial J. (Submitted for publication.)

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