Optimal reinsurance and stop-loss order
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Publication:1265930
DOI10.1016/S0167-6687(97)00039-5zbMath0986.62085MaRDI QIDQ1265930
Catherine Vermandele, Michel M. Denuit
Publication date: 10 June 2002
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
- Optimal reinsurance in relation to ordering of risks
- Ordering claim size distributions and mixed Poisson probabilities
- Orderings of risks: A comparative study via stop-loss transforms
- The s-convex orders among real random variables, with applications
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