Allocations of policy limits and ordering relations for aggregate remaining claims
DOI10.1016/J.INSMATHECO.2015.08.003zbMATH Open1348.91174OpenAlexW2200704177MaRDI QIDQ896204FDOQ896204
Authors: Sirous Fathi Manesh, Baha-Eldin Khaledi 
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.003
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stochastic dominancemajorizationlikelihood ratio orderreversed hazard rate orderhazard rate orderexchangeable random variablesarrangement decreasingSchur concave function
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)
Cites Work
- Inequalities: theory of majorization and its applications
- Statistical Size Distributions in Economics and Actuarial Sciences
- Comparison methods for stochastic models and risks
- Stochastic orders
- Functions decreasing in transposition and their applications in ranking problems
- Optimal allocation of policy limits and deductibles
- Optimal capital allocations to interdependent actuarial risks
- Title not available (Why is that?)
- Optimal allocation of policy limits and deductibles under distortion risk measures
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- Stochastic comparisons of capital allocations with applications
- Stochastic orders of scalar products with applications
- Worst allocations of policy limits and deductibles
- Comparisons Among Estimators of a Scale Parameter of the Beta-Stacy Distribution
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
Cited In (8)
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
- Ordering properties of generalized aggregation with applications
- Arrangement increasing resource allocation
- Stochastic orders of scalar products with applications
- Increasing convex order on generalized aggregation of SAI random variables with applications
- Optimal allocation of policy limits in layer reinsurance treaties
- On the increasing convex order of generalized aggregation of dependent random variables
- Some new results on policy limit allocations
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