Orderings of risks: A comparative study via stop-loss transforms

DOI10.1016/0167-6687(96)90002-5zbMath0855.62095OpenAlexW2035588624MaRDI QIDQ1921975

Alfred Müller

Publication date: 2 February 1997

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

Full work available at URL: https://doi.org/10.1016/0167-6687(96)90002-5

zbMATH Keywords

characterizationsstochastic dominanceseparation theoremconvex orderordering of risksstop-loss orderstop-loss transformsmore dangerousnew notion of convergence for distributionsorder lattices

Mathematics Subject Classification ID

Related Items (25)

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Cites Work

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• Fusions of a probability distribution
• Stop-loss order, unequal means, and more dangerous distributions
• Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
• Generalized convex inequalities
• On an elementary characterization of the increasing convex ordering, by an application
• The Existence of Probability Measures with Given Marginals
• Ordered Families of Distributions
• Ordering of risks and ruin probabilities

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