Comparison of individual risk models

DOI10.1016/S0167-6687(00)00063-9zbMath1054.91051MaRDI QIDQ5938025

Claude Lefèvre, Sergey Utev

Publication date: 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(00)00063-9

zbMATH Keywords

Comparison of risks; Convex-type orders; Hamr-order; Lorenz order; Preservation under convolution; Preservation under mixture

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62P05: Applications of statistics to actuarial sciences and financial mathematics

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