Local Moment Matching and S-Convex Extrema

Abstract
The paper is devoted to the local moment matching method and its links with the discrete version of the s-convex extremal distributions. It is well-known that the local moment matching method can produce some negative masses. Connecting the local moment matching method to the discrete s-convex extrema gives an explicit criterion that explains why (and says when) the local moment matching method gives some negative mass.
Volume
Vol. 37, No. 2
Page
387-404
Year
2007
Publications
ASTIN Bulletin
Authors
Michel Denuit