Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
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Publication:2815351
DOI10.1080/03610926.2012.657324zbMath1398.60035OpenAlexW1968840278MaRDI QIDQ2815351
Publication date: 28 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.657324
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (7)
Arrangement increasing resource allocation ⋮ Optimal allocation of policy deductibles for exchangeable risks ⋮ Ordering optimal deductible allocations for stochastic arrangement increasing risks ⋮ Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages ⋮ Allocations of policy limits and ordering relations for aggregate remaining claims ⋮ Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas ⋮ Optimal allocations of coverage limits for two independent random losses of insurance policy
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- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
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