Ordering of distributions and risk measurement

DOI10.1007/BF02809437zbMath0662.62110OpenAlexW2091937464MaRDI QIDQ3811577

Wolf-Rüdiger Heilmann

Publication date: 1986

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809437

zbMATH Keywords

decision theoryexponential distributionuniform distributionstochastic dominancerisk measurementloss distributionrisk theoryrisk processesordering of riskspremium calculationPoisson caseorderings of distributionsPareto-distribution

Mathematics Subject Classification ID

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

Cites Work

• Foundations of Risk Measurement. I. Risk As Probable Loss
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