Orderings of risks through loss ratio

DOI10.1016/0167-6687(92)90087-RzbMATH Open0752.62072MaRDI QIDQ1199963FDOQ1199963

Authors: Werner Hürlimann 

Publication date: 17 January 1993

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

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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)

Cites Work

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• Ordering of risks and ruin probabilities

Cited In (6)

• Truncated linear zero utility pricing and actuarial protection models
• Title not available (Why is that?)
• Ordering of claim size risks and actuarial implications
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
• Ordering of risks and ruin probabilities
• Title not available (Why is that?)

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