ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

DOI10.1111/J.1467-9574.1986.TB01205.XzbMATH Open0604.62104OpenAlexW2038179144MaRDI QIDQ3740876FDOQ3740876

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

• The Efficiency Analysis of Choices Involving Risk
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK
• Some new conditions for the increasing convex comparison of risks
• Compound weighted Poisson distributions
• Ordering of risks and ruin probabilities
• Title not available (Why is that?)

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