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
This page was built for publication: Generalized convex inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2394329)
