Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
From MaRDI portal
Publication:5096014
Cites work
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- Allocations of policy limits and ordering relations for aggregate remaining claims
- Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints
- Behavioral optimal insurance
- Comparison methods for stochastic models and risks
- Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
- Multivariate reinsurance designs for minimizing an insurer's capital requirement
- On optimal reinsurance policy with distortion risk measures and premiums
- On the convex transform and right-spread orders of smallest claim amounts
- Optimal allocation of policy deductibles for exchangeable risks
- Optimal allocation of policy layers for exponential risks
- Optimal allocation of policy limits and deductibles
- Optimal layer reinsurance on the maximization of the adjustment coefficient
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
- Optimal reinsurance under general law-invariant risk measures
- Optimal reinsurance with premium constraint under distortion risk measures
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- Stochastic orders
This page was built for publication: Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5096014)