Bounds on convex reliability functions with known first moments

DOI10.1016/j.ejor.2005.08.026zbMath1111.90027OpenAlexW2010073128MaRDI QIDQ856230

Cindy Courtois, Michel M. Denuit

Publication date: 7 December 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.08.026

zbMATH Keywords

reliabilityequilibrium distributionageing notionsChebyshev-type boundsKhinchine's representationstationary-excess operator

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25)

Related Items (3)

On distributional robust probability functions and their computations ⋮ Moment Problem and Its Applications to Risk Assessment ⋮ Convex bounds on multiplicative processes, with applications to pricing in incomplete markets

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Upper bounds on stop-loss premiums in case of known moments up to the fourth order
• The renewal-process stationary-excess operator
• Tolerance and Confidence Limits for Classes of Distributions Based on Failure Rate
• Bounds for Distributions with Monotone Hazard Rate, I
• Properties of Probability Distributions with Monotone Hazard Rate
• The Moment Problem for Unimodal Distributions
• Bounds on a Distribution Function when its First $n$ Moments are Given
• Reliability bounds on HNBUE life distributions with known first two moments

This page was built for publication: Bounds on convex reliability functions with known first moments