Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

DOI10.1016/S0167-6687(97)00010-3zbMath0903.60016OpenAlexW2079767632MaRDI QIDQ1381477

Claude Lefèvre, Michel M. Denuit

Publication date: 5 January 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00010-3

zbMATH Keywords

ruin probabilitystochastic dominancebinomial risk modelsingle life premiums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

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• Continua of stochastic dominance relations for unbounded probability distributions
• Ordering of risks: a review
• Bounds on stop-loss premiums and ruin probabilities
• Continua of stochastic dominance relations for bounded probability distributions
• Inequality extensions of Prabhu's formula in ruin theory
• Optimal reinsurance in relation to ordering of risks
• Order relations for some distributions
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Stochastic Dominance on Unidimensional Grids
• Comparing sums of exchangeable Bernoulli random variables
• Ordering of risks and ruin probabilities

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