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  • Search: subject:"convexity type constraints"
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Subject
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Discrete convex ordering 1 convexity type constraints 1 extrema 1 nonincreasing p.m.f. 1 ruin problems 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Kacem, Manel 1 Lefèvre, Claude 1 Loisel, Stéphane 1
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HAL 1
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Working Papers / HAL 1
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RePEc 1
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Convex extrema for nonincreasing discrete distributions: effects of convexity constraints
Kacem, Manel; Lefèvre, Claude; Loisel, Stéphane - HAL - 2013
In risk management, the distribution of underlying random variables is not always known. Sometimes, only the mean value and some shape information (decreasingness, convexity after a certain point,...) of the discrete density are available. The present paper aims at providing convex extrema in...
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