Best bounds for positive distributions with fixed moments
type: Item
instance of: scholarly article
title: Best bounds for positive distributions with fixed moments
zbMATH Open document ID: 0593.62112
DOI: 10.1016/0167-6687(86)90013-2
published in: Insurance Mathematics \& Economics
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 26A42
Mathematics Subject Classification ID: 33C45
zbMATH DE Number: 3954132
zbMATH Keywords: claim distributions
zbMATH Keywords: problem of moments
zbMATH Keywords: normal power
zbMATH Keywords: approximation
zbMATH Keywords: moment constraints
zbMATH Keywords: bounds for integrals
zbMATH Keywords: extremal distributions
zbMATH Keywords: spectrum constraints
zbMATH Keywords: NP2 approximation
author: Rob Kaas
author: Marc J. Goovaerts
MaRDI profile type: Publication
full work available at URL: 0167-6687(86)90013-2
OpenAlex ID: W2024517034
cites work: Q3314809
cites work: Application of the problem of moments to derive bounds on integrals with integral constraints
cites work: Q5845997
description: scientific article; zbMATH DE number 3954132