Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Insurance: Mathematics and Economics

Volumn 20, Issue 3, 1997, Pages 197-213

  Denuit, Michel ^a   Lefèvre, Claude ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Binomial risk model; Comparison of risks; Ruin probability; s Convex orders; s Increasing convex orders; Single life premiums; Stochastic dominance; Stop loss order

Indexed keywords

EID: 0031572724     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00010-3     Document Type: Article

References (24)

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