On the \(n\)th stop-loss transform order of ruin probability.

DOI10.1016/S0167-6687(02)00193-2zbMath1069.91067OpenAlexW2065597530MaRDI QIDQ1413383

Jeffrey S. Pai, Yu Cheng

Publication date: 16 November 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00193-2

zbMATH Keywords

insolvencystop-loss order

Mathematics Subject Classification ID

Related Items (10)

Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model ⋮ On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms ⋮ On the behavior of the high order stop-loss transform for convolutions with some applications ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ Stationary-excess operator and convex stochastic orders ⋮ On the stop-loss transform and order for the surplus process perturbed by diffusion ⋮ On the ordering of ruin probabilities for the surplus process perturbed by diffusion ⋮ An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion ⋮ Some properties of conditional partial moments in the context of stochastic modelling ⋮ Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion

Cites Work

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• Ordering claim size distributions and mixed Poisson probabilities
• Higher degree stop-loss transforms and stochastic orders — (II) Applications

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