Bounds on convex reliability functions with known first moments

DOI10.1016/J.EJOR.2005.08.026MaRDI QIDQ856230zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

reliabilitystationary-excess operatorequilibrium distributionageing notionsChebyshev-type boundsKhinchine's representation

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25)

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Cites work

• scientific article; zbMATH DE number 193483 (Why is no real title available?)
• scientific article; zbMATH DE number 1330768 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• Bounds for Distributions with Monotone Hazard Rate, I
• Bounds on a Distribution Function when its First $n$ Moments are Given
• Properties of Probability Distributions with Monotone Hazard Rate
• Reliability bounds on HNBUE life distributions with known first two moments
• The Moment Problem for Unimodal Distributions
• The renewal-process stationary-excess operator
• Tolerance and Confidence Limits for Classes of Distributions Based on Failure Rate
• Upper bounds on stop-loss premiums in case of known moments up to the fourth order

Cited in

(5)

• Another look at the moment bounds on reliability
• Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
• Moment Problem and Its Applications to Risk Assessment
• On distributional robust probability functions and their computations
• Bounds of reliability function with a known quantile

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