3 citations · 9 across the 20 of their papers we have counts for
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math.PR2010
Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments
Martin Egozcue, Luis Fuentes Garcia, Wing-Keung Wong +1
Since the pioneering work of Gerhard Gruss dating back to 1935, Gruss's inequality and, more generally, Gruss-type bounds for covariances have fascinated researchers and found nume…
q-fin.RM2010
Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums
Hristo S. Sendov, Ying Wang, Ricardas Zitikis
The paper is motivated by a problem concerning the monotonicity of insurance premiums with respect to their loading parameter: the larger the parameter, the larger the insurance pr…