On life table applications of ordering among risks

DOI10.1016/0167-6687(90)90005-XzbMath0714.62096MaRDI QIDQ751145

Werner Hürlimann

Publication date: 1990

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

zbMATH Keywords

ordering of risksSurvival modelsBalducci approximationconstruction of life tablesfirst degree stochastic dominancehyperbolic approximationinsurance rate makingprobabilistic risk comparisonssecond degree stop-loss dominancestop-loss formulas

Mathematics Subject Classification ID

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

Related Items (7)

Comparison and bounds for functionals of future lifetimes consistent with life tables ⋮ Properties of the power family of fractional age approximations. ⋮ Comparison Between Future Lifetime Distribution and Its Approximations ⋮ Bounds for Actuarial Present Values Under the Fractional Independence Assumption ⋮ Ordering of risks in life insurance ⋮ Stochastic analysis of duplicates in life insurance portfolios ⋮ An application of the \(\alpha\)-power approximation in multiple life insurance

Cites Work

• A flaw in actuarial exposed-to-risk theory
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