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Scandinavian Actuarial Journal Volume 2002, 2002 - Issue 1
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Original Articles

S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations

Michel Denuit
Pages 45-67 | Published online: 05 Nov 2010

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Claude Lefèvre, Stéphane Loisel & Pierre Montesinos. (2021) On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. Scandinavian Actuarial Journal 2021:6, pages 476-504.
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Articles from other publishers (5)

Yoav Kerner & Andreas Löpker. (2015) ON A GENERALIZATION OF THE STATIONARY EXCESS OPERATOR. Probability in the Engineering and Informational Sciences 29:2, pages 219-232.
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Michel Denuit, Liqun Liu & Jack Meyer. (2014) A separation theorem for the weak -convex orders . Insurance: Mathematics and Economics 59, pages 279-284.
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N. Unnikrishnan Nair, P.G. Sankaran & S.M. Sunoj. (2013) Quantile based reliability aspects of partial moments. Journal of the Korean Statistical Society 42:3, pages 329-342.
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N. Unnikrishnan Nair, P. G. Sankaran & S. M. Sunoj. (2012) Quantile based stop-loss transform and its applications. Statistical Methods & Applications 22:2, pages 167-182.
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N. Unnikrishnan Nair, P.G. Sankaran & N. BalakrishnanN. Unnikrishnan Nair, P. G. Sankaran & N. Balakrishnan. 2013. Quantile-Based Reliability Analysis. Quantile-Based Reliability Analysis 199 233 .

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