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Stochastic comparisons for allocations of policy limits and deductibles with applications

  • Published:2011-05 Issue:3 Volume:48 Page:338-343
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Lu ZhiYi,Meng LiLi

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference22 articles.

1. Lorenz ordering of mean and medians;Arnold;Statistics & Probability Letters,1986

2. Log concave probability and its applications;Bagnoli;Economic Theory,2005

3. Inequalities for linear combinations of gamma random variables;Bock;The Canadian Journal of Statistics,1987

4. Optimal allocation of policy limits and deductibles;Cheung;Insurance: Mathematics and Economics,2007

5. Actuarial Theory for Dependent Risks;Denuit,2005

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1. Optimal allocation of policy limits in layer reinsurance treaties;Probability in the Engineering and Informational Sciences;2022-11-24

2. Some New Results on Policy Limit Allocations;Journal of the Iranian Statistical Society;2021-06-01

3. Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages;Communications in Statistics - Theory and Methods;2020-12-18

4. On coverage limits and deductibles for SAI loss severities;Annals of Operations Research;2020-08-24

5. Ordering properties of generalized aggregation with applications;Applied Stochastic Models in Business and Industry;2020-08-06
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