Quantifying the error of convex order bounds for truncated first moments
type: Item
instance of: scholarly article
title: Quantifying the error of convex order bounds for truncated first moments
zbMATH Open document ID: 1147.60011
author: Karsten Brückner
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5315280
zbMATH Keywords: convex order
zbMATH Keywords: truncated first moments
zbMATH Keywords: stop-loss-premiums
zbMATH Keywords: sums of random variables
zbMATH Keywords: Asian options
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.02.007
OpenAlex ID: W2043629437
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DOI: 10.1016/J.INSMATHECO.2007.02.007
description: scientific article; zbMATH DE number 5315280