Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks

DOI10.1080/034612301106453zbMath1114.62111OpenAlexW2000891597MaRDI QIDQ3440874

Patrizia Semeraro, Rosa Elvira Lillo

Publication date: 29 May 2007

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

Full work available at URL: https://doi.org/10.1080/034612301106453

zbMATH Keywords

random environmentLaplace transform orderconvex ordersdependence orderscorrelated claimsdiscrete-time claim process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (6)

CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS ⋮ Preservation of positive and negative orthant dependence concepts under mixtures and applications ⋮ Compound binomial risk model in a Markovian environment ⋮ Actuarial comparisons for aggregate claims with randomly right-truncated claims ⋮ Variability of total claim amounts under dependence between claims severity and number of events ⋮ Ruin-based risk measures in discrete-time risk models

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