Ordering of risks and ruin probabilities

DOI10.1016/0167-6687(90)90031-8zbMath0711.62095OpenAlexW2017498072MaRDI QIDQ5900009

A. E. van Heerwaarden, Rob Kaas

Publication date: 1990

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(90)90031-8

zbMATH Keywords

decompositioncompound Poisson processruin probabilitiesordering of risksstop-loss orderstop-loss premiums

Mathematics Subject Classification ID

Related Items (8)

Order relations for some distributions ⋮ Orderings of risks: A comparative study via stop-loss transforms ⋮ Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences ⋮ Ordering ruin probabilities for dependent claim streams. ⋮ Orderings of risks through loss ratio ⋮ Stop-loss order, unequal means, and more dangerous distributions ⋮ Ordering of risks in life insurance ⋮ On the probability of ruin for infinitely divisible claim amount distributions

Cites Work

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