On the use of the multivariate stochastic order in risk theory

DOI10.1007/BF02808463zbMath1359.62470MaRDI QIDQ5422793

Jean François Walhin

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

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

Cites Work

• On asymptotic rates on line in excess of loss reinsurance
• Recursive calculation of finite-time ruin probabilities
• Recursions for the individual model
• Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent
• Some comments on the individual risk model and multivariate extension

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