On inequalities for moments and the covariance of monotone functions

DOI10.1016/j.insmatheco.2013.12.006zbMath1296.60046OpenAlexW1997916054WikidataQ105583663 ScholiaQ105583663MaRDI QIDQ743145

Klaus D. Schmidt

Publication date: 22 September 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.12.006

zbMATH Keywords

correlationrisk measurescollective modelcomonotonicityreinsuranceEsscher premium

Mathematics Subject Classification ID

Related Items (5)

Comparisons of standard royalty auctions with seller post-auction effort ⋮ Industry equilibrium and welfare in monopolistic competition under uncertainty ⋮ Some new bounds for moment generating functions of various life distributions using mean residual life functions ⋮ Probability inequalities for decomposition integrals ⋮ Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging

Cites Work

• Unnamed Item
• Actuarial mathematics.
• Comonotonicity, correlation order and premium principles
• The concept of comonotonicity in actuarial science and finance: theory.
• A Theory of Auctions and Competitive Bidding

This page was built for publication: On inequalities for moments and the covariance of monotone functions