Ordering of risks in life insurance
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Publication:1205682
DOI10.1016/0167-6687(92)90051-CzbMath0785.62095MaRDI QIDQ1205682
Publication date: 1 April 1993
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
stochastic orderordering relationsminimal variancelife insurancesdiscounted loss functionmonotone loss functionsoptimal insurance plansstopp-loss order
Related Items (4)
The safest dependence structure among risks. ⋮ Model points and tail-VaR in life insurance ⋮ Bounds for Actuarial Present Values Under the Fractional Independence Assumption ⋮ Stochastic analysis of duplicates in life insurance portfolios
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