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On inequalities for moments and the covariance of monotone functions |
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| Institution: | Lehrstuhl für Versicherungsmathematik, Technische Universität Dresden, 01062 Dresden, Germany;Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Phayathai Road, Bangkok, Thailand;Cracow University of Economics, Department of Mathematics, 27 Rakowicka St., 31-510 Cracow, Poland;Laboratoire de Probabilités et Modèles Aléatoires, Université Paris Diderot, Paris, France |
| Abstract: | |
| Keywords: | Correlation Comonotonicity Risk measures Esscher premium Collective model Reinsurance |
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