Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory (Q4512140)
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scientific article; zbMATH DE number 1524248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory |
scientific article; zbMATH DE number 1524248 |
Statements
Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory (English)
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1 November 2000
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Arrow-Ohlin theorem
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convex order
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dispersive order
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excess wealth
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Lorenz order
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optimal reinsurance
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order loss ratios
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stochastic dominance
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stop-loss order
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Vajda-Ohlin theorem
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