On capital allocation for stochastic arrangement increasing actuarial risks
type: Item
instance of: scholarly article
title: On capital allocation for stochastic arrangement increasing actuarial risks
zbMATH Open document ID: 1404.62109
author: Xiaoqing Pan
author: Xiaohu Li
published in: Dependence Modeling
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6970034
zbMATH Keywords: coverage limits
zbMATH Keywords: discount rate
zbMATH Keywords: increasing convex order
zbMATH Keywords: loss function
zbMATH Keywords: utility function
MaRDI profile type: Publication
full work available at URL: demo-2017-0010
OpenAlex ID: W2740832614
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DOI: 10.1515/DEMO-2017-0010
description: scientific article; zbMATH DE number 6970034