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Maximization, under equality constraints, of a functional of a probability distribution

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  • De Vylder, F.

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  • De Vylder, F., 1983. "Maximization, under equality constraints, of a functional of a probability distribution," Insurance: Mathematics and Economics, Elsevier, vol. 2(1), pages 1-16, January.
    • Handle: RePEc:eee:insuma:v:2:y:1983:i:1:p:1-16
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    Cited by:

    1. Wong, Man Hong & Zhang, Shuzhong, 2013. "Computing best bounds for nonlinear risk measures with partial information," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 204-212.
    2. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011. "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 380-392.
    3. Claude Lefèvre & Stéphane Loisel & Pierre Montesinos, 2020. "Bounding basis risk using s-convex orders on Beta-unimodal distributions," Working Papers hal-02611208, HAL.
    4. Denuit, Michel & Vylder, Etienne De & Lefevre, Claude, 1999. "Extremal generators and extremal distributions for the continuous s-convex stochastic orderings," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 201-217, May.
    5. Hansjörg Albrecher & José Carlos Araujo-Acuna, 2022. "On The Randomized Schmitter Problem," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 515-535, June.

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