On inequalities for moments and the covariance of monotone functions (Q743145)
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scientific article; zbMATH DE number 6347050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On inequalities for moments and the covariance of monotone functions |
scientific article; zbMATH DE number 6347050 |
Statements
On inequalities for moments and the covariance of monotone functions (English)
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22 September 2014
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correlation
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comonotonicity
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risk measures
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Esscher premium
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collective model
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reinsurance
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