Bounds on convex reliability functions with known first moments
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Publication:856230
DOI10.1016/J.EJOR.2005.08.026zbMATH Open1111.90027OpenAlexW2010073128MaRDI QIDQ856230FDOQ856230
Authors: Cindy Courtois, Michel Denuit 
Publication date: 7 December 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.08.026
Recommendations
reliabilitystationary-excess operatorequilibrium distributionageing notionsChebyshev-type boundsKhinchine's representation
Cites Work
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- Properties of Probability Distributions with Monotone Hazard Rate
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- Reliability bounds on HNBUE life distributions with known first two moments
- The renewal-process stationary-excess operator
- Tolerance and Confidence Limits for Classes of Distributions Based on Failure Rate
- Bounds on a Distribution Function when its First $n$ Moments are Given
Cited In (5)
- Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
- Moment Problem and Its Applications to Risk Assessment
- Bounds of reliability function with a known quantile
- On distributional robust probability functions and their computations
- Another look at the moment bounds on reliability
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