A stop-loss risk index

DOI10.1016/j.insmatheco.2003.12.003zbMath1136.91492OpenAlexW2030708700MaRDI QIDQ868318

Wang Wei, Yannis G. Yatracos

Publication date: 2 March 2007

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.12.003

zbMATH Keywords

tail conditional expectationDutch premiumright-tail indextail ordering

Mathematics Subject Classification ID

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

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