Optimal allocation of policy limits and deductibles
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Publication:2463571
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Cites work
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- Comonotonicity and maximal stop-loss premiums
- Comparison methods for stochastic models and risks
- Functions decreasing in transposition and their applications in ranking problems
- Inequalities: theory of majorization and its applications
- Optimal portfolio problem with unknown dependency structure
- The concept of comonotonicity in actuarial science and finance: theory.
- Upper and lower bounds for sums of random variables
Cited in
(34)- Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
- Arrangement increasing resource allocation
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
- Functional characterizations of bivariate weak SAI with an application
- Allocations of policy limits and ordering relations for aggregate remaining claims
- Comparisons on aggregate risks from two sets of heterogeneous portfolios
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors
- On coverage limits and deductibles for SAI loss severities
- Optimal allocations of coverage limits for two independent random losses of insurance policy
- Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- A simple insurance model: optimal coverage and deductible
- On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities
- Stochastic comparisons of capital allocations with applications
- Increasing convex order on generalized aggregation of SAI random variables with applications
- On the increasing convex order of generalized aggregation of dependent random variables
- Optimal allocation of policy limits and deductibles under distortion risk measures
- On capital allocation for stochastic arrangement increasing actuarial risks
- Ordering optimal deductible allocations for stochastic arrangement increasing risks
- Ordering properties of generalized aggregation with applications
- scientific article; zbMATH DE number 3988572 (Why is no real title available?)
- Some new notions of dependence with applications in optimal allocation problems
- Optimal allocation of policy deductibles for exchangeable risks
- Applications of conditional comonotonicity to some optimization problems
- Some new results on policy limit allocations
- Some new results on allocation of coverage limits and deductibles to mutually independent risks
- Optimal allocation of policy limits in layer reinsurance treaties
- Stochastic orders of scalar products with applications
- Permutation monotone functions of random vectors with applications in financial and actuarial risk management
- On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models
- Optimal allocation of policy layers for exponential risks
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
- Worst allocations of policy limits and deductibles
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