Comparison of individual risk models

DOI10.1016/S0167-6687(00)00063-9MaRDI QIDQ5938025zbMATH OpenOpenAlexFDO

Authors Claude Lefèvre, Sergey Utev

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

zbMATH Keywords

Comparison of risksConvex-type ordersHamr-orderLorenz orderPreservation under convolutionPreservation under mixture

Mathematics Subject Classification ID

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

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Cites work

• Correction note to ``On the preservation of some orderings of risks under convolution
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• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 125964 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Majorization and the Lorenz order: a brief introduction
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• On the preservation of some orderings of risks under convolution
• Stochastic Orders Generated by Integrals: a Unified Study
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
• The s-convex orders among real random variables, with applications
• The total claims distribution under inflationary conditions

Cited in

(7)

• Some alternatives for the individual model
• Test for harmonic mean residual life function: a goodness of fit approach
• On the Lorenz ordering of order statistics from exponential populations and some applications
• Basis risk management and randomly scaled uncertainty
• Heterogeneity and the need for capital in the individual model
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
• Ordering of claim size risks and actuarial implications

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