References
- Clarkson, E., Denny, J. L., Shepp, L. 2009. ROC and the bounds on tail probabilities via theorems of Dubins and F. Riese. Annals of Applied Probability. 19(1):467–476.
- De Schepper, A., Heijnen, B. 2007. Distribution-free option pricing. Insurance Mathematics and Economics. 40:179–199. doi:10.1016/j.insmatheco.2006.04.002.
- De Vylder, F., Goovaerts, M. 1983. Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk. Insurance Mathematics and Economics. 2(4):241–249.
- Dharmadhikari, S. W., Joag-Dev, K. 1985. The Gauss-Tchebyshev inequality for unimodal distributions. Theory Probability Applied. 30:817–820. doi:10.1137/1130111.
- Dharmadhikari, S. W., Joag-Dev, K. 1988. Unimodality, convexity and applications in probability and mathematical statistics. San DiegoCA: Academic Press.
- Feller, W. 1971. Introduction to Probability Theory and its Applications. New York: Wiley.
- Heijnen, B. 1990. Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk. Insurance Mathematics and Economics. 9(2):207–220. doi:10.1016/0167-6687(90)90035-C.
- Karlin, S., Studden, W. 1966. Tchebyshev Systems: With applications in analysis and statistics, Pure and Applied Mathematics. A Series of Texts and Monographs. Interscience Publishers, John Wiley and Sons.
- Liu, G., Li, W. V. 2009. Moment bounds for truncated random variables. Statistics & Probability Letters. 79:1951–1956.
- Popescue, I. 2005. A semidefinite programming approach to optimal moment bounds for convex classes of distributions. Mathematical Methods of Operations Research. 30:632–657. doi:10.1287/moor.1040.0137.