LDR | | | 00000cab a2200000 4500 |
001 | | | MAP20140014279 |
003 | | | MAP |
005 | | | 20140506102102.0 |
008 | | | 140424e20140303esp|||p |0|||b|spa d |
040 | | | $aMAP$bspa$dMAP |
084 | | | $a6 |
100 | 1 | | $0MAPA20140007554$aSchmidt, Klaus D. |
245 | 1 | 0 | $aOn inequalities for moments and the covariance of monotone functions$cKlaus D. Schmidt |
520 | | | $aIntuition 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. |
773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g03/03/2014 Volumen 55 Número 1 - marzo 2014 |
856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |