Ordering of risks and ruin probabilities (Q5900009)

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scientific article; zbMATH DE number 4169925
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English
Ordering of risks and ruin probabilities
scientific article; zbMATH DE number 4169925

    Statements

    title
    Ordering of risks and ruin probabilities (English)
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    author
    Rob Kaas
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    A. E. van Heerwaarden
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    publication date
    1990
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    zbMATH Keywords
    ordering of risks
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    ruin probabilities
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    stop-loss order
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    decomposition
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    stop-loss premiums
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    compound Poisson process
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    Identifiers

    zbMATH DE Number
    4169925
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