Orderings of risks through loss ratio

DOI10.1016/0167-6687(92)90087-RMaRDI QIDQ1199963zbMATH OpenFDO

Authors Werner Hürlimann

Publication date 17 January 1993

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

zbMATH Keywords

recursive algorithmordering of risksstop-loss orderfinancial insuranceloss ratiosmean-variance approximationreturn orderstability return indexstable retention ratiototal ordering relations

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3844884 (Why is no real title available?)
• scientific article; zbMATH DE number 37441 (Why is no real title available?)
• scientific article; zbMATH DE number 49327 (Why is no real title available?)
• Ordering of risks and ruin probabilities

Cited in

(6)

• Truncated linear zero utility pricing and actuarial protection models
• scientific article; zbMATH DE number 6039570 (Why is no real title available?)
• Ordering of claim size risks and actuarial implications
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
• Ordering of risks and ruin probabilities
• scientific article; zbMATH DE number 845459 (Why is no real title available?)

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