Comparison of individual risk models

DOI10.1016/S0167-6687(00)00063-9zbMath1054.91051OpenAlexW1968657083MaRDI QIDQ5938025

Claude Lefèvre, Sergey Utev

Publication date: 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(00)00063-9

zbMATH Keywords

Comparison of risksConvex-type ordersHamr-orderLorenz orderPreservation under convolutionPreservation under mixture

Mathematics Subject Classification ID

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

Related Items (3)

Basis risk management and randomly scaled uncertainty ⋮ On the Lorenz ordering of order statistics from exponential populations and some applications ⋮ Test for harmonic mean residual life function: a goodness of fit approach

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• The total claims distribution under inflationary conditions

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