Ordering of distributions and risk measurement
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Publication:3811577
DOI10.1007/BF02809437zbMATH Open0662.62110OpenAlexW2091937464MaRDI QIDQ3811577FDOQ3811577
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
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uniform distributiondecision theorystochastic dominanceexponential distributionrisk measurementloss distributionrisk theoryrisk processesordering of riskspremium calculationPoisson caseorderings of distributionsPareto-distribution
Cites Work
Cited In (15)
- Ordering results for elliptical distributions with applications to risk bounds
- On some measures and distances for positive random variables
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- Ordering of claim size risks and actuarial implications
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- Orderings and risk probability functionals in portfolio theory
- Ordering of risks and ruin probabilities
- Maximization of sensitivity of the PH-premium for families of Pareto distributed risks
- Title not available (Why is that?)
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- Measuring distribution model risk
- Ordering of risks and ruin probabilities
- Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
- Title not available (Why is that?)
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