On capital allocation for stochastic arrangement increasing actuarial risks

DOI10.1515/demo-2017-0010zbMath1404.62109OpenAlexW2740832614MaRDI QIDQ1616355

Xiaoqing Pan, Xiaohu Li

Publication date: 1 November 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2017-0010

zbMATH Keywords

loss functiondiscount rateutility functionincreasing convex ordercoverage limits

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property ⋮ Preservation of weak SAI's under increasing transformations with applications ⋮ On the increasing convex order of generalized aggregation of dependent random variables

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