Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors

DOI10.1016/j.cam.2010.04.007zbMath1200.91138OpenAlexW2087320261MaRDI QIDQ984903

Fengxia Hu, Rong-Ming 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

zbMATH Keywords

stochastic ordersconditional expectationcomonotonicityrisksloss frequency

Mathematics Subject Classification ID

Related Items (3)

Arrangement increasing resource allocation ⋮ Some new notions of dependence with applications in optimal allocation problems ⋮ Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks

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