Ordering of risks: a review

DOI10.1016/0167-6687(82)90006-3zbMath0492.62090OpenAlexW2090280948MaRDI QIDQ1168035

J. Haezendonck, Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1982

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90006-3

zbMATH Keywords

surveystochastic dominancecompound distributionspremium calculation principlesclaim distributionsconsistent partial ordering of risksconsistent premium principledangerousness of distributionsnet-stop-loss orderingstop-loss ordering

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Immunization of multiple liabilities, Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions, Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences, Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering, Understanding Relationships Using Copulas, Stop-loss ordering for scale and power mixtures of distributions, Stochastic Models of Transport Flows, Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings, Extensions of Ohlin's lemma with applications to optimal reinsurance structures, Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory

Cites Work

• A new premium calculation principle based on Orlicz norms
• Convexity Inequalities for the Swiss premium
• Some further results on ordering of risks
• On the representation of additive principles of premium calculation
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