In this note we derive some inequalities on Stieltje moments of different distribution functions having some ùoments in common in the sequence and show how these inequalities can be used in the comparison of some compound processes.
Simar, L. (1977). A Note on Stieltjes Moments Sequences. SIAM Journal on Mathematical Analysis, 8(3), 533-534. https://hdl.handle.net/2078.5/88275 (Original work published 1977)