On inequalities for moments and the covariance of monotone functions

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<title>On inequalities for moments and the covariance of monotone functions</title>
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<namePart>Schmidt, Klaus D.</namePart>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Klaus D. Schmidt</note>
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<title>Insurance : mathematics and economics</title>
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<publisher>Oxford : Elsevier, 1990-</publisher>
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<identifier type="issn">0167-6687</identifier>
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<text>03/03/2014 Volumen 55 Número 1 - marzo 2014 </text>
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