Local Moment Matching and S-convex Extrema

DOI10.2143/AST.37.2.2024073MaRDI QIDQ5505906zbMATH OpenOpenAlexFDO

Authors Cindy Courtois, Michel Denuit

Publication date 28 January 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.37.2.2024073

zbMATH Keywords

\(s\)-convex orderdiscretisationtables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• On s-convex approximations
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Cites work

• Discrete s-convex extremal distributions: theory and applications
• Improved analytical bounds for gambler's ruin probabilities
• On the Use of Equispaced Discrete Distributions

Cited in

(2)

• Nonparametric density estimation and risk quantification from tabulated sample moments
• On a fuzzy discretization of continuous distributions with applications to risk models

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