Generalized convex inequalities

Cited in

(70)

Orderings of risks: A comparative study via stop-loss transforms
A refined Jensen's inequality in Hilbert spaces and empirical approximations
A Bowley solution with limited ceded risk for a monopolistic reinsurer
Ordering ambiguous acts
On stochastic dominance of nilpotent operators
Favard's inequality on average values of convex functions
Inequalities for linear combinations of monomials in p-Newton sequences
Majorization of invariant measures for orientation-reversing maps
A new variability order based on tail-heaviness
Convex ordering for insurance preferences
On the convex transform and right-spread orders of smallest claim amounts
Linear approximation and generalized convexity
Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Monomial Inequalities for Newton Coefficients and Determinantal Inequalities for p-Newton Matrices
Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
On Some Recent Applications of Stochastic Convex Ordering Theorems to Some Functional Inequalities for Convex Functions: A Survey
Comparisons on aggregate risks from two sets of heterogeneous portfolios
Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
Some inequalities for the coefficients in generalized Fourier expansions
Convex ordering criteria for Lévy processes
Penultimate gamma approximation in the CLT for skewed distributions
The dual theory of the smooth ambiguity model
On Stop-Loss Order and the Distortion Pricing Principle
Range value-at-risk bounds for unimodal distributions under partial information
A note on multivariate stochastic comparisons of Bernoulli random variables
A comparison between homogeneous and heterogeneous portfolios.
Actuarial applications of the linear hazard transform in mortality immunization
Statistical analysis of single-server loss queueing systems
On the convolution of heterogeneous Bernoulli random variables
Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
A discrete probability distribution and some applications
Stochastic dominance of portfolio insurance strategies OBPI versus CPPI
A sufficient condition for generalized Lorenz order
Ordering properties of the smallest and largest claim amounts in a general scale model
Convex combinations, barycenters and convex functions
How to obtain an equitable optimal fair division
A shorter proof of Kanter's Bessel function concentration bound
PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
On heterogeneity in the individual model with both dependent claim occurrences and severities
A stochastic ordering for random variables with applications
Über einige Eigenschaften monotoner stochastischer Prozesse
Stochastic dominance relations for generalised parametric distributions obtained through composition
Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
Ordering results for individual risk model with dependent Location-Scale claim severities
Relative log-concavity and a pair of triangle inequalities
An inequality for convex functions involving majorization
A note on comparative statics and stochastic dominance
Convex functions and Fourier coefficients
On stochastic comparison between aggregate claim amounts
Sufficient conditions for ordering aggregate heterogeneous random claim amounts
Weak orderings for intersecting Lorenz curves
Channel incentives in sharing new product demand information and robust contracts
Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
Convex orders for linear combinations of random variables
Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators
Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory
Optimization and majorization of invariant measures
Transport-majorization to analytic and geometric inequalities
Stochastic comparisons of the smallest claim amounts from two heterogeneous portfolios following exponentiated Weibull distribution
Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach
Reputation, learning and project choice in frictional economies
Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios
scientific article; zbMATH DE number 3698150 (Why is no real title available?)
Ordering results for aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios and their applications in insurance analysis
Variance insurance contracts
Über einige Eigenschaften monotoner stochastischer Prozesse
A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
Majorization revisited: comparison of norms in interpolation scales

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