Moment Problem and Its Applications to Risk Assessment-Reference-Cited by-同舟云学术

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Moment Problem and Its Applications to Risk Assessment

Published:2017-04-03 Issue:2 Volume:21 Page:242-266
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Tian Ruilin¹,Cox Samuel H.²,Zuluaga Luis F.³

Affiliation:

1. Department of Accounting, Finance, and Information Systems, North Dakota State University, Fargo, North Dakota

2. Department of Risk Management and Insurance, Georgia State University, Atlanta, Georgia

3. Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2017.1302805

Reference41 articles.

1. On the Relation Between Option and Stock Prices: A Convex Optimization Approach

2. Optimal Inequalities in Probability Theory: A Convex Optimization Approach

3. Insurance calculations using incomplete information

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sieving parton distribution function moments via the moment problem;Physics Letters B;2024-04

2. Technical Note-On Matrix Exponential Differentiation with Application to Weighted Sum Distributions;OPER RES;2022

3. Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions;Operations Research;2022-07

4. Option-Implied Moments: A Generalized Moment Problem Approach;SSRN Electronic Journal;2022

5. The Discrete Moment Problem with Nonconvex Shape Constraints;Operations Research;2021-01

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