In this note we show that the strong duality theorem of an unconstrained (generalized) geometric ... more In this note we show that the strong duality theorem of an unconstrained (generalized) geometric programming problem as defined by Peterson (cf.[1]) is actually a special case of a Lagrangian duality result. Contrary to [1] we also consider the case that the set C is compact and convex and in this case we do not need to assume the standard regularity condition.
In this note we derive the expected total discounted profit of an insurer due to a single policy ... more In this note we derive the expected total discounted profit of an insurer due to a single policy holder within a third-party liability insurance. We consider both a policy holder claiming optimally and non-optimally.
In this note we show that the strong duality theorem of an unconstrained (generalized) geometric ... more In this note we show that the strong duality theorem of an unconstrained (generalized) geometric programming problem as defined by Peterson (cf.[1]) is actually a special case of a Lagrangian duality result. Contrary to [1] we also consider the case that the set C is compact and convex and in this case we do not need to assume the standard regularity condition.
In this note we derive the expected total discounted profit of an insurer due to a single policy ... more In this note we derive the expected total discounted profit of an insurer due to a single policy holder within a third-party liability insurance. We consider both a policy holder claiming optimally and non-optimally.
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