Optimal allocation of policy layers for exponential risks

DOI10.29252/JIRSS.18.1.1MaRDI QIDQ5197446zbMATH OpenOpenAlexWikidataFDO

Authors Masoud Amiri, Muhyiddin Izadi, Baha-Eldin Khaledi

Publication date 23 September 2019

Published in Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.29252/jirss.18.1.1

zbMATH Keywords

deductible policyfirst stochastic dominancemajorizationpolicy limitSchur-convex functionsutility functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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