Ordering of distributions and risk measurement

DOI10.1007/BF02809437MaRDI QIDQ3811577zbMATH OpenOpenAlexFDO

Authors Wolf-Rüdiger Heilmann

Publication date 1986

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

Full work available at URL https://doi.org/10.1007/bf02809437

zbMATH Keywords

uniform distributiondecision theorystochastic dominanceexponential distributionrisk measurementloss distributionrisk theoryrisk processesordering of riskspremium calculationPoisson caseorderings of distributionsPareto-distribution

Mathematics Subject Classification ID

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

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Cites work

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• Foundations of Risk Measurement. I. Risk As Probable Loss

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(15)

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• Orderings and risk probability functionals in portfolio theory
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• Ordering of risks and ruin probabilities
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• Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
• scientific article; zbMATH DE number 845459 (Why is no real title available?)

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