Quantifying the error of convex order bounds for truncated first moments (Q939362)
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English | 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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