S-convex extremal distributions with arbitrary discrete support

DOI10.7153/JMI-02-18MaRDI QIDQ3530650zbMATH OpenOpenAlexFDO

Authors Cindy Courtois, Michel Denuit

Publication date 20 October 2008

Published in Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/jmi-02-18

zbMATH Keywords

stochastic extremaarbitrary griddiscrete stochastic orderingscut-criterion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cited in

(11)

• On \(s\)-convex stochastic extrema for arithmetic risks
• Convex extrema for nonincreasing discrete distributions: effects of convexity constraints
• Local Moment Matching and S-convex Extrema
• Stationary-excess operator and convex stochastic orders
• On \(s\)-convex approximations
• On multiply monotone distributions, continuous or discrete, with applications
• Discrete \(s\)-convex extremal distributions: theory and applications
• Extremal distribution for the discrete 5-convex stochastic ordering and applications
• On the theory of high convexity stochastic orders
• On the distance between convex-ordered random variables, with applications
• S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations

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