On s -convex approximations

DOI10.1239/aap/1013540344zbMath1158.60319OpenAlexW2067273313MaRDI QIDQ2713153

Shaked, Moshe, Michel M. Denuit, Claude Lefèvre

Publication date: 6 May 2001

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1013540344

zbMATH Keywords

life insurancestochastic approximationsrisk theorystochastic extremaLundberg's coefficientMoment spacess-convex ordersTchebycheff-type inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (4)

S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations ⋮ On the randomized Schmitter problem ⋮ Basis risk management and randomly scaled uncertainty ⋮ General convex stochastic orderings and related martingale-type structures

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