Quantifying the error of convex order bounds for truncated first moments (Q939362): Difference between revisions

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Revision as of 01:40, 5 March 2024

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Quantifying the error of convex order bounds for truncated first moments
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    Quantifying the error of convex order bounds for truncated first moments (English)
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    22 August 2008
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    convex order
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    truncated first moments
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    stop-loss-premiums
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    sums of random variables
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    Asian options
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