On life table applications of ordering among risks

DOI10.1016/0167-6687(90)90005-XzbMATH Open0714.62096MaRDI QIDQ751145FDOQ751145

Authors: Werner Hürlimann 

Publication date: 1990

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

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zbMATH Keywords

ordering of risksSurvival modelsBalducci approximationconstruction of life tablesfirst degree stochastic dominancehyperbolic approximationinsurance rate makingprobabilistic risk comparisonssecond degree stop-loss dominancestop-loss formulas

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A flaw in actuarial exposed-to-risk theory
• Title not available (Why is that?)

Cited In (10)

• First-order mortality rates and safe-side actuarial calculations in life insurance
• Stochastic analysis of duplicates in life insurance portfolios
• Comparison and bounds for functionals of future lifetimes consistent with life tables
• Comparison Between Future Lifetime Distribution and Its Approximations
• Life insurance plans and stochastic orders
• Bounds for Actuarial Present Values Under the Fractional Independence Assumption
• Properties of the power family of fractional age approximations.
• Title not available (Why is that?)
• An application of the \(\alpha\)-power approximation in multiple life insurance
• Ordering of risks in life insurance

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