Stochastic ordering of risk/insurance exchanges

DOI10.1080/03461238.1980.10408655zbMath0446.62109OpenAlexW1985506960MaRDI QIDQ3891651

Neil A. Doherty

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/03461238.1980.10408655

zbMATH Keywords

risk premiumsstochastic ordering of risk exchanges

Mathematics Subject Classification ID

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

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Optimal Risk Classification with an Application to Substandard Annuities ⋮ The utility of deductibles from the insurer's point of view ⋮ Life insurance in a portfolio context ⋮ Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset ⋮ Lidstone in the continuous case

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