Stochastic ordering of risk/insurance exchanges

DOI10.1080/03461238.1980.10408655MaRDI QIDQ3891651zbMATH OpenOpenAlexFDO

Authors Neil A. Doherty

Publication date 1980

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1980.10408655

zbMATH Keywords

risk premiumsstochastic ordering of risk exchanges

Mathematics Subject Classification ID

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

Cited in

(5)

• Life insurance in a portfolio context
• Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset
• The utility of deductibles from the insurer's point of view
• Lidstone in the continuous case
• Optimal risk classification with an application to substandard annuities

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