Stop-loss order, unequal means, and more dangerous distributions

DOI10.1016/0167-6687(92)90089-TzbMath0752.62073OpenAlexW2050444771MaRDI QIDQ1199966

A. E. van Heerwaarden, Rob Kaas

Publication date: 17 January 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90089-t

zbMATH Keywords

increasing riskstop-loss orderdangerousnessstop-loss order with equal meanstransformations of subsequent cumulative distribution functionstwo-parameter families of distributions

Mathematics Subject Classification ID

Related Items (8)

A note on experience rating, reinsurance and premium principles ⋮ Order relations for some distributions ⋮ Ordering claim size distributions and mixed Poisson probabilities ⋮ Orderings of risks: A comparative study via stop-loss transforms ⋮ The Dutch premium principle ⋮ On the probability of ruin for infinitely divisible claim amount distributions ⋮ Risk reducers in convex order ⋮ Ordering of risks under PH-transforms

Cites Work

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• From the generalized gamma to the generalized negative binomial distribution
• Ordering of risks and ruin probabilities

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