Local Moment Matching and S-convex Extrema

DOI10.2143/AST.37.2.2024073zbMath1158.62039OpenAlexW4242671223MaRDI QIDQ5505906

Cindy Courtois, Michel M. Denuit

Publication date: 28 January 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.37.2.2024073

zbMATH Keywords

tablesdiscretisation\(s\)-convex order

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Nonparametric density estimation and risk quantification from tabulated sample moments ⋮ On a fuzzy discretization of continuous distributions with applications to risk models

Cites Work

• Discrete \(s\)-convex extremal distributions: theory and applications
• Improved analytical bounds for gambler's ruin probabilities
• On the Use of Equispaced Discrete Distributions

This page was built for publication: Local Moment Matching and S-convex Extrema