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A generalization of Panjer’s recursion and numerically stable risk aggregation

✍ Scribed by Stefan Gerhold; Uwe Schmock; Richard Warnung

Book ID
106235764
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
980 KB
Volume
14
Category
Article
ISSN
0949-2984

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A generalization of Ostrowski's inequali
A generalization of Ostrowski's inequality and applications in numerical integration
✍ N. Ujević 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 251 KB 👁 1 views

A new generalization of Ostrowski's integral inequality is established. A consequence of the generalization is that we can derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae. These estimates are improvements of some recently obtained estimates. Applications