Stop-loss dominance

DOI10.1007/BF02808749zbMATH Open0545.62069OpenAlexW2039706305MaRDI QIDQ3334838FDOQ3334838

Authors: Marc J. Goovaerts, G. de Vylder, J. Haezendonck 

Publication date: 1983

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808749

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zbMATH Keywords

stochastic dominancemixingadditionstop-loss dominanceranking of risks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• The Efficiency Analysis of Choices Involving Risk
• Some further results on ordering of risks

Cited In (1)

• Tchebycheff Systems for Probabilistic Analysis

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