Two sufficient conditions for convex ordering on risk aggregation

DOI10.1155/2018/2937895zbMath1470.60074OpenAlexW2786950955MaRDI QIDQ1667592

Dan Zhu, Chuan-Cun Yin

Publication date: 30 August 2018

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/2937895

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Related Items (2)

Remarks on equality of two distributions under some partial orders ⋮ A unifying approach to constrained and unconstrained optimal reinsurance

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