Orderings of risks through loss ratio

DOI10.1016/0167-6687(92)90087-RzbMath0752.62072MaRDI QIDQ1199963

Werner Hürlimann

Publication date: 17 January 1993

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

recursive algorithmordering of risksstop-loss orderfinancial insuranceloss ratiosmean-variance approximationreturn orderstability return indexstable retention ratiototal ordering relations

Mathematics Subject Classification ID

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

Related Items (2)

Truncated linear zero utility pricing and actuarial protection models ⋮ Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory

Cites Work

• Ordering of risks and ruin probabilities
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