Section: ArticlesTitle: On inequalities for moments and the covariance of monotone functions / Klaus D. SchmidtAuthor: Schmidt, Klaus D.Notes: Sumario: Intuition based on the usual interpretation of the covariance of two random variables suggests that the inequality source should hold for any random variable X and any two increasing functions f and g. The inequality holds indeed, but a proof is hard to find in the literature. In this paper we provide an elementary proof of a more general inequality for moments and we present several applications in actuarial mathematics.Related records: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/03/2014 Volumen 55 Número 1 - marzo 2014 Other categories: 6Rights: In Copyright (InC)Referencias externas:
