On s-Convex Approximations

Let Bs([a,b];μ1,μ2,...,μs-1) be the class of all distribution functions of random variables with support in [a,b] having μ1,μ2,...,μs-1as their first s-1 moments. In this paper we examine some aspects of the structure of Bs([a,b];μ1,μ2,...,μs-1) and of the s-convex stochastic extrema in it. Using re...

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Bibliographische Detailangaben
Veröffentlicht in:Advances in Applied Probability. - Applied Probability Trust. - 32(2000), 4, Seite 994-1010
1. Verfasser: Denuit, Michel (VerfasserIn)
Weitere Verfasser: Lefèvre, Claude, Shaked, Moshe
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2000
Zugriff auf das übergeordnete Werk:Advances in Applied Probability
Schlagworte:Moment spaces s-convex orders Stochastic extrema Stochastic approximations Tchebycheff-type inequalities Risk theory Lundberg's coefficient Life insurance Mathematics