ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

DOI10.1111/j.1467-9574.1986.tb01205.xzbMath0604.62104OpenAlexW2038179144MaRDI QIDQ3740876

M. Vandebroeck, Marc J. Goovaerts, Rob Kaas

Publication date: 1986

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/293093/files/amsterdam062.pdf

zbMATH Keywords

invariance propertiescollective risk modelrisksnet stop loss orderingweighted compound distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)

Related Items (2)

Some new conditions for the increasing convex comparison of risks ⋮ Compound weighted Poisson distributions

Cites Work

• The Efficiency Analysis of Choices Involving Risk
• Unnamed Item

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