Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions

Claude Lefèvre (), Stéphane Loisel and Pierre Montesinos ()
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Claude Lefèvre: ULB - Département de Mathématique [Bruxelles] - ULB - Faculté des Sciences [Bruxelles] - ULB - Université libre de Bruxelles
Pierre Montesinos: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2020-04
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Published in ONLINE INTERNATIONAL CONFERENCE IN ACTUARIAL SCIENCE, DATA SCIENCE AND FINANCE, Apr 2020, Lyon, France

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Working Paper: Bounding basis risk using s-convex orders on Beta-unimodal distributions (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02611227

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