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Bounds on convex reliability functions with known first moments

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  • Courtois, Cindy
  • Denuit, Michel

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  • Courtois, Cindy & Denuit, Michel, 2007. "Bounds on convex reliability functions with known first moments," European Journal of Operational Research, Elsevier, vol. 177(1), pages 365-377, February.
    • Handle: RePEc:eee:ejores:v:177:y:2007:i:1:p:365-377
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    References listed on IDEAS

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    1. Cheng, Kan & Lam, Yeh, 2001. "Reliability bounds on HNBUE life distributions with known first two moments," European Journal of Operational Research, Elsevier, vol. 132(1), pages 163-175, July.
    2. Jansen, K. & Haezendonck, J. & Goovaerts, M. J., 1986. "Upper bounds on stop-loss premiums in case of known moments up to the fourth order," Insurance: Mathematics and Economics, Elsevier, vol. 5(4), pages 315-334, October.
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    Cited by:

    1. Wong, Man Hong & Zhang, Shuzhong, 2014. "On distributional robust probability functions and their computations," European Journal of Operational Research, Elsevier, vol. 233(1), pages 23-33.

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