On inequalities for moments and the covariance of monotone functions

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<dc:creator>Schmidt, Klaus D.</dc:creator>
<dc:date>2014-03-03</dc:date>
<dc:description xml:lang="es">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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/146954.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">On inequalities for moments and the covariance of monotone functions</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/03/2014 Volumen 55 Número 1 - marzo 2014 </dc:relation>
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