New Jensen-type inequalities and their applications

zbMath1498.26057arXiv2007.09258MaRDI QIDQ5074523

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Publication date: 9 May 2022

Full work available at URL: https://arxiv.org/abs/2007.09258

zbMATH Keywords

convexityrisk aversionrisk measuresmoment generating functionslog-likelihood functions\((p, a, b)\)-convex functions

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Convexity of real functions in one variable, generalizations (26A51)

Cites Work

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• Hermite-Hadamard's inequalities for fractional integrals and related fractional inequalities
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• On Stein's factors for Poisson approximation in Wasserstein distance
• Coherent Measures of Risk
• Stochastic Dominance and Moments of Distributions
• Cautious Expected Utility and the Certainty Effect

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