scientific article; zbMATH DE number 3938391

MaRDI QIDQ3709737zbMATH OpenFDO

Authors Wolf-Rüdiger Heilmann

Publication date 1985

zbMATH Keywords

conditional expectationeconomicsexponentialLorenz curveLorenz orderingPareto distributionsreliability theorystochastic orderingstop-loss orderingstop-loss premiastop-loss premiumsurplus reinsurancetotal time on test transformtransformations of claim distributionsuniform

Mathematics Subject Classification ID

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

Recommendations

• Reliability interpretations of some concepts from economics
• New properties of the total time on test transform order
• The total time on test transform and the excess wealth stochastic orders of distributions
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
• Stochastic order relations and the total time on test transform

Cited in

(2)

• Reliability interpretations of some concepts from economics
• Ordering of distributions and risk measurement

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