On coverage limits and deductibles for SAI loss severities
From MaRDI portal
Publication:829163
DOI10.1007/S10479-020-03770-XzbMath1461.91262OpenAlexW3081379622MaRDI QIDQ829163
Yinping You, Rui Fang, Xiaohu Li
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03770-x
Cites Work
- Goodness-of-fit tests for copulas: A review and a power study
- A simple insurance model: optimal coverage and deductible
- On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities
- Functional characterizations of bivariate weak SAI with an application
- On optimal allocation of redundant components for series and parallel systems of two dependent components
- Goodness-of-fit tests for copulas
- Some new notions of dependence with applications in optimal allocation problems
- Stochastic orders
- Stochastic orders of scalar products with applications
- Worst allocations of policy limits and deductibles
- Optimal allocation of policy limits and deductibles under distortion risk measures
- The concept of comonotonicity in actuarial science and finance: theory.
- The concept of comonotonicity in actuarial science and finance: applications.
- Arrangement increasing resource allocation
- Ordering optimal deductible allocations for stochastic arrangement increasing risks
- Optimal reinsurance in relation to ordering of risks
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- On allocation of redundant components for systems with dependent components
- Optimal allocation of policy deductibles for exchangeable risks
- Tests of independence and randomness based on the empirical copula process
- Optimal allocation of policy limits and deductibles
- Optimal capital allocations to interdependent actuarial risks
- Optimal allocations of coverage limits for two independent random losses of insurance policy
- Stochastic majorization of random variables by proportional equilibrium rates
- Bivariate characterization of some stochastic order relations
- Extension of the bivariate characterization for stochastic orders
- Allocating active redundancies to k‐out‐of‐n reliability systems with permutation monotone component lifetimes
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
- Inequalities: theory of majorization and its applications
This page was built for publication: On coverage limits and deductibles for SAI loss severities