Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors
DOI10.1016/J.CAM.2010.04.007zbMATH Open1200.91138OpenAlexW2087320261MaRDI QIDQ984903FDOQ984903
Authors: Fengxia Hu, Rongming Wang 
Publication date: 20 July 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2010.04.007
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- Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
- On the dependency of risks in the individual life model
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- Dynamic capital allocation with distortion risk measures
Cited In (13)
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
- Arrangement increasing resource allocation
- Ordering optimal deductible allocations for stochastic arrangement increasing risks
- Worst allocations of policy limits and deductibles
- Optimal allocation of policy limits and deductibles under distortion risk measures
- Some new notions of dependence with applications in optimal allocation problems
- Optimal allocation of policy layers for exponential risks
- Optimal allocations of coverage limits for two independent random losses of insurance policy
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- Optimal allocation of policy limits and deductibles
- On capital allocation for stochastic arrangement increasing actuarial risks
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