Higher degree stop-loss transforms and stochastic orders — (II) Applications

DOI10.1007/BF02808837zbMath1320.91076MaRDI QIDQ5422743

Werner Hürlimann

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (6)

From the general affine transform family to a Pareto type IV model ⋮ On the \(n\)th stop-loss transform order of ruin probability. ⋮ Distortion Risk Measures and Economic Capital ⋮ Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory ⋮ Characterization of higher-degree dispersion, right spread and stop-loss transform orders ⋮ On the stop-loss transform and order for the surplus process perturbed by diffusion

Cites Work

• Order relations for some distributions
• The generalized Pareto law as a model for progressively censored survival data
• Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory
• Unnamed Item

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