S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations

DOI10.1080/03461230110106228MaRDI QIDQ4780929zbMATH OpenOpenAlexFDO

Authors Michel Denuit

Publication date 21 November 2002

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230110106228

zbMATH Keywords

stochastic orderingstochastic approximationsstochastic expansionsstop-loss distance\(s\)-convex ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 49698 (Why is no real title available?)
• A probabilistic generalization of Taylor's theorem
• An extended quasi-likelihood function
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Characterizations of the \({\mathcal L}\)-class of life distributions
• Convex models, MLE and misspecification
• Error bounds for the compound Poisson approximation
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
• Moment matrices: Applications in mixtures
• On \(s\)-convex approximations
• On a probabilistic generalization of Taylor's theorem
• On order-preserving properties of probability metrics
• On second-order optimality of the observed Fisher information
• On the theory of high convexity stochastic orders
• Ordering claim size distributions and mixed Poisson probabilities
• Quasi-likelihood functions
• Stochastic Orders Generated by Integrals: a Unified Study
• The s-convex orders among real random variables, with applications

Cited in

(8)

• On \(s\)-convex stochastic extrema for arithmetic risks
• On a generalization of the stationary excess operator
• A separation theorem for the weak \(s\)-convex orders
• On \(s\)-convex approximations
• Quantile based reliability aspects of partial moments
• On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
• Quantile based stop-loss transform and its applications
• Convex order approximations in the case of cash flows of mixed signs

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