ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

DOI10.1111/J.1467-9574.1986.TB01205.XMaRDI QIDQ3740876zbMATH OpenOpenAlexFDO

Authors Marc J. Goovaerts, M. Vandebroeck, Rob Kaas

Publication date 1986

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/293093/files/amsterdam062.pdf

zbMATH Keywords

collective risk modelrisksinvariance propertiesnet stop loss orderingweighted compound distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 3844885 (Why is no real title available?)
• The Efficiency Analysis of Choices Involving Risk

Cited in

(6)

• USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK
• scientific article; zbMATH DE number 6039570 (Why is no real title available?)
• scientific article; zbMATH DE number 845459 (Why is no real title available?)
• Compound weighted Poisson distributions
• Ordering of risks and ruin probabilities
• Some new conditions for the increasing convex comparison of risks

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