How retention levels influence the variability of the total risk under reinsurance

DOI10.1007/S11750-009-0085-4zbMath1187.91101OpenAlexW1992508134MaRDI QIDQ839893

Eva-María Ortega, Laureano Fernando Escudero Bueno

Publication date: 3 September 2009

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-009-0085-4

zbMATH Keywords

increasing convex orderstop-loss reinsurancestochastic directional convexitydirectionally convex functionsexcess-loss reinsurance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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