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On a family of risk measures based on largest claims - MaRDI portal

On a family of risk measures based on largest claims (Q2415968)

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On a family of risk measures based on largest claims
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    title
    On a family of risk measures based on largest claims (English)
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    author
    Gema Pigueiras
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    Mangel A. Sordo
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    publication date
    23 May 2019
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    zbMATH DE Number
    7057809
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    zbMATH Keywords
    risk measure
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    premium principle
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    order statistics
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    stop-loss order
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    excess-wealth order
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    reinsurance
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    OpenAlex ID
    W2916943243
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    cites work
    Reinsurance
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    Q2950684
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    Q4274909
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    Q4343010
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    Q4382161
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    Q2778807
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    Q4755588
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    Q2772105
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    Stochastic orders
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    Q5797478
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    Wikidata QID
    Q128320581
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