Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903): Difference between revisions
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Revision as of 19:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors |
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Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (English)
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20 July 2010
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Making intensively use of the interplay of maximizing the expected utility and different stochastic orders the authors succeed to generalize under conditions (comonotonicity, measurability, convexity, independencies) results of \textit{K. C. Cheung} [Insur. Math. Econ. 41, No. 3, 382--391 (2007; Zbl 1141.91560)] and \textit{L. Hua} and \textit{K. C. Cheung} [Insur. Math. Econ. 42, No. 3, 865--872 (2008; Zbl 1141.91517)] .
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comonotonicity
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stochastic orders
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conditional expectation
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loss frequency
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risks
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