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On Stochastic Orders and its applications : Policy limits and Deductibles

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Publication:6256181

arXiv1411.1609MaRDI QIDQ6256181

Author name not available (Why is that?)

Publication date: 6 November 2014

Abstract: This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance contracts and dependent portfolios increase risk. More precisely, we propose a new model for insurance risks while we give some properties. To this end, we obtain the ordering of the optimal allocation of policy limits and deductibles for this model.












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