scientific article; zbMATH DE number 845459

zbMath0852.62095MaRDI QIDQ4865509

Werner Hürlimann

Publication date: 12 November 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Black-Scholes modelrisk measuresrelative risk measuresbonus strategiesstochastic dominance relationsgeneralized Dutch premium principleloss ratio orderingsstop-loss order preservationtransformed risks

Mathematics Subject Classification ID

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

Related Items (4)

Distribution-free comparison of pricing principles. ⋮ On the \(n\)th stop-loss transform order of ruin probability. ⋮ On Quasi-mean value principles ⋮ Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory

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