scientific article; zbMATH DE number 6118058

MaRDI QIDQ3145619zbMATH OpenFDO

Authors Werner Hürlimann

Publication date 21 December 2012

Full work available at URL http://www.m-hikari.com/ijcms/ijcms-2012/29-32-2012/index.html

zbMATH Keywords

financial losspartitionvariance bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Piecewise linear lower and upper bounds for the standard normal first order loss function
• Some results on upper bounds for the variance of functions of the residual life random variables
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