Preservation of the location independent risk order under convolution

Insurance: Mathematics and Economics

Volumn 38, Issue 2, 2006, Pages 406-412

  Hu, Taizhong ^a   Chen, Jing ^a   Yao, Junchao ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Dispersive order; DRHR; Excess wealth order; IFR; Location independent risk order; Log concave; PF2; Utility function

Indexed keywords

EID: 33644861564     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.10.003     Document Type: Article

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