Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
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Publication:2868599
DOI10.1080/03461238.2011.558186zbMath1327.60047MaRDI QIDQ2868599
Ka Chun Cheung, Steven Vanduffel
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/183825
60E15: Inequalities; stochastic orderings
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E10: Characterization and structure theory of statistical distributions
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