Orderings of risks through loss ratio
type: Item
instance of: scholarly article
title: Orderings of risks through loss ratio
zbMATH Open document ID: 0752.62072
DOI: 10.1016/0167-6687(92)90087-R
author: Werner Hürlimann
published in: Insurance Mathematics \& Economics
publication date: 1993-01-17T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 96296
zbMATH Keywords: ordering of risks
zbMATH Keywords: financial insurance
zbMATH Keywords: stable retention ratio
zbMATH Keywords: recursive algorithm
zbMATH Keywords: total ordering relations
zbMATH Keywords: return order
zbMATH Keywords: stop-loss order
zbMATH Keywords: loss ratios
zbMATH Keywords: mean-variance approximation
zbMATH Keywords: stability return index
MaRDI profile type: Publication
cites work: Q3314809
cites work: Ordering of risks and ruin probabilities
cites work: Q3998118
cites work: Q3991701
description: scientific article; zbMATH DE number 96296