Stop-loss ordering for scale and power mixtures of distributions

DOI10.1080/03461238.1984.10413756zbMath0541.62098OpenAlexW2041136666MaRDI QIDQ3327580

Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/657531

zbMATH Keywords

upper boundsmixtures of distributionsordering of risksscale and power mixturesstop- loss criterion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Ordering of risks: a review
• Mixtures of distributions, moment inequalities and measures of exponentiality and normality
• Duality theory for bounds on integrals with applications to stop-loss premiums
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