Ordering optimal deductible allocations for stochastic arrangement increasing risks

DOI10.1016/J.INSMATHECO.2017.01.002zbMath1422.91360OpenAlexW2572217012MaRDI QIDQ1681183

Xiaohu Li, Chen Li

Publication date: 23 November 2017

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.01.002

zbMATH Keywords

stochastic ordercomonotoneoccurrence frequencyconditionally upper orthant arrangement increasingmean residual lifetime order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (4)

On coverage limits and deductibles for SAI loss severities ⋮ A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property ⋮ Optimal allocation of policy limits in layer reinsurance treaties ⋮ On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes

Cites Work

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• Some new results on allocation of coverage limits and deductibles to mutually independent risks
• Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management

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