Optimal allocations of coverage limits for two independent random losses of insurance policy

DOI10.1080/03610926.2014.997360zbMath1409.91144OpenAlexW2525891961MaRDI QIDQ2980082

Xiaohu Li, Yinping You, Jairo Santanilla

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.997360

zbMATH Keywords

stochastic orderlikelihood ratio ordermajorization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (1)

On coverage limits and deductibles for SAI loss severities

Cites Work

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• Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27--29, 2011
• Stochastic comparisons for allocations of policy limits and deductibles with applications
• Optimal allocation of policy limits and deductibles
• Log-concave probability and its applications
• Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
• The Reversed Hazard Rate Function

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