Numerical best bounds on stop-loss preminus

Analytical best upper bounds on stop-loss premiums

F. De Vylder, Marc Goovaerts · Insurance Mathematics and Economics · 1982 · 41 citations

Mathematical Programming, Computational Finance, Asset Pricing +8

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

F. De Vylder · Insurance Mathematics and Economics · 1982 · 35 citations

Measure Theory, Engineering, Definite Integral +6

Upper bounds on stop-loss premiums under constraints on claim size distribution

Greg Taylor · Scandinavian Actuarial Journal · 1977 · 24 citations

Mathematical Programming, Engineering, Mathematical Statistic +19

Duality theory for bounds on integrals with applications to stop-loss premiums

F. De Vylder · Scandinavian Actuarial Journal · 1983 · 12 citations

Engineering, Variational Analysis, Constrained Optimization +17

A Stop Loss Inequality for Compound Poisson Processes with a Unimodal Claimsize Distribution

H. G. Verbeek · Astin Bulletin · 1977 · 11 citations · Full text

Large Deviations, Engineering, Stochastic Phenomenon +17