Characterization of higher-degree dispersion, right spread and stop-loss transform orders

DOI10.1007/BF02808479zbMath1359.62451MaRDI QIDQ5422803

Werner Hürlimann

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

On the second-order excess wealth order and its properties

Cites Work

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• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
• Two Variability Orders
• Higher degree stop-loss transforms and stochastic orders — (II) Applications
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