Concepedia
Insurance Mathematics and Economics · 1982 · 41 citations · 5 references
BusinessEconomicsFinanceFinancial EconomicsInsurance EconomicsOptimizationLoss AversionLoss Distribution AnalysisMarket RiskOptimal StoppingRisk AversionStop-loss ReinsuranceLoss Distribution TheoryPricing Of Stop-loss ReinsuranceStop-loss LimitsStop-loss PricingUpper Bounds
5
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
Natural Sciences, Mathematics, Optimization +5
Upper bounds on stop-loss premiums under constraints on claim size distribution
Greg Taylor · Scandinavian Actuarial Journal · 1977 · 24 citations
Business, Insurance, Mathematics +13
Numerical best bounds on stop-loss preminus
M.J. Goovaerts, J. Haezendonck, F. De Vylder · Insurance Mathematics and Economics · 1982 · 20 citations
Computing, Computer Science, Mathematics +14
A Stop Loss Inequality for Compound Poisson Processes with a Unimodal Claimsize Distribution
H. G. Verbeek · Astin Bulletin · 1977 · 11 citations · Full text
Business, Risk Management, Actuarial Science +14
Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
Marc Goovaerts, F. De Vylder · Scandinavian Actuarial Journal · 1980 · 10 citations
Business, Insurance, Mathematics +16