In this paper, we present a general framework that provides a comprehensive and uniform treatment of integral majorization inequalities for convex functions and finite signed measures. Along with new results, we present unified and simple proofs of classical statements. To apply our results, we deal with Hermite-Hadamard-Fejér-type inequalities and their refinements. We present a general method to refine both sides of Hermite-Hadamard-Fejér-type inequalities. The results of many papers on the refinement of the Hermite-Hadamard inequality, whose proofs are based on different ideas, can be treated in a uniform way by this method. Finally, we establish a necessary and sufficient condition for when a fundamental inequality off-divergences can be refined by anotherf-divergence.