General restrictions on tail probabilities

DOI10.1016/0377-0427(95)00014-3zbMath0851.60015OpenAlexW2030840627MaRDI QIDQ1917912

Ann De Schepper, Bart Heijnen

Publication date: 17 November 1996

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/10067/130250151162165141

zbMATH Keywords

momentstail probabilityincomplete informationmode

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Distribution theory (60E99)

Related Items (6)

How to estimate the value at risk under incomplete information ⋮ Tight tail probability bounds for distribution-free decision making ⋮ Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results ⋮ Bootstrapping INAR models ⋮ A simulation optimisation approach for inventory management decision support based on incomplete information ⋮ Screening for chronic diseases: optimizing lead time through balancing prescribed frequency and individual adherence

Cites Work

• Numerical best bounds on stop-loss premiums
• Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
• Insurance calculations using incomplete information
• Unnamed Item

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