Moment bounds on discrete expected stop-loss transforms, with applications (Q835681): Difference between revisions

@@ Property / author @@
-Cindy Courtois
@@ Property / author: Cindy Courtois / rank @@
-Normal rank
@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
-Normal rank
@@ Property / author @@
+Cindy Courtois
@@ Property / author: Cindy Courtois / rank @@
+Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-007-9048-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2053700001
@@ Property / OpenAlex ID: W2053700001 / rank @@
+Normal rank
@@ Property / cites work @@
+A Poisson log-bilinear regression approach to the construction of projected lifetables.
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@@ Property / cites work @@
+Discrete \(s\)-convex extremal distributions: theory and applications
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+Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
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@@ Property / cites work @@
+Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
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@@ Property / cites work @@
+Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
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+On \(s\)-convex stochastic extrema for arithmetic risks
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+Analytical Bounds for two Value-at-Risk Functionals
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@@ Property / cites work @@
+Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
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@@ Property / cites work @@
+Improved analytical bounds for gambler's ruin probabilities
+Normal rank
@@ Property / cites work @@
+Upper bounds on stop-loss premiums in case of known moments up to the fourth order
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:835681