Stop-loss dominance

DOI10.1007/BF02808749MaRDI QIDQ3334838zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic dominancemixingadditionstop-loss dominanceranking of risks

Mathematics Subject Classification ID

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

Recommendations

• Closure properties of some partial orderings under mixing
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• scientific article; zbMATH DE number 125970
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Cites work

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

Cited in

(1)

• Tchebycheff Systems for Probabilistic Analysis

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