Ordering of risks in life insurance

DOI10.1016/0167-6687(92)90051-CzbMath0785.62095MaRDI QIDQ1205682

Henk Wolthuis, B. M. Kling

Publication date: 1 April 1993

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

zbMATH Keywords

stochastic orderordering relationsminimal variancelife insurancesdiscounted loss functionmonotone loss functionsoptimal insurance plansstopp-loss order

Mathematics Subject Classification ID

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

Related Items (4)

The safest dependence structure among risks. ⋮ Model points and tail-VaR in life insurance ⋮ Bounds for Actuarial Present Values Under the Fractional Independence Assumption ⋮ Stochastic analysis of duplicates in life insurance portfolios

Cites Work

• On life table applications of ordering among risks
• Stochastic models for life contingencies
• Some results on optimum premium payment plans
• Ordering of risks and ruin probabilities
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