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

DOI10.1080/03461230110106228zbMATH Open1003.60023OpenAlexW1967175705MaRDI QIDQ4780929FDOQ4780929

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• Quasi-likelihood functions
• An extended quasi-likelihood function
• The s-convex orders among real random variables, with applications
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
• Title not available (Why is that?)
• Moment matrices: Applications in mixtures
• A probabilistic generalization of Taylor's theorem
• On a probabilistic generalization of Taylor's theorem
• On second-order optimality of the observed Fisher information
• Stochastic Orders Generated by Integrals: a Unified Study
• Characterizations of the \({\mathcal L}\)-class of life distributions
• Error bounds for the compound Poisson approximation
• Ordering claim size distributions and mixed Poisson probabilities
• Convex models, MLE and misspecification
• On order-preserving properties of probability metrics
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• On the theory of high convexity stochastic orders
• On \(s\)-convex approximations

Cited In (8)

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

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