Comparison of individual risk models
From MaRDI portal
Publication:5938025
DOI10.1016/S0167-6687(00)00063-9zbMath1054.91051OpenAlexW1968657083MaRDI QIDQ5938025
Publication date: 2001
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(00)00063-9
Comparison of risksConvex-type ordersHamr-orderLorenz orderPreservation under convolutionPreservation under mixture
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items
Basis risk management and randomly scaled uncertainty, On the Lorenz ordering of order statistics from exponential populations and some applications, Test for harmonic mean residual life function: a goodness of fit approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Majorization and the Lorenz order: a brief introduction
- Correction note to ``On the preservation of some orderings of risks under convolution
- On the preservation of some orderings of risks under convolution
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- The s-convex orders among real random variables, with applications
- Stochastic Orders Generated by Integrals: a Unified Study
- The total claims distribution under inflationary conditions