Variance Bounds for Functions of Unimodal Random Variable
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Cites work
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
- Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
- Distribution-free option pricing
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- Moment bounds for truncated random variables
- ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
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