CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION MEASURES

DOI10.1017/S0269964809990192zbMath1188.60007MaRDI QIDQ5305599

Michael Zabarankin, Anton Molyboha, Bogdan Grechuk

Publication date: 22 March 2010

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

concave orderingChebyshev and Kolmogorov inequalitieslaw-invariant general deviation measures

Mathematics Subject Classification ID

Related Items (5)

Parametric measures of variability induced by risk measures ⋮ Tight tail probability bounds for distribution-free decision making ⋮ Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures ⋮ Buffered and reduced multidimensional distribution functions and their application in optimization ⋮ Regression analysis: likelihood, error and entropy

Cites Work

• Log-concave probability and its applications
• Generalized deviations in risk analysis
• Optimality conditions in portfolio analysis with general deviation measures
• Risk Tuning with Generalized Linear Regression
• Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
• The Efficiency Analysis of Choices Involving Risk
• A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
• Safety First and the Holding of Assets

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