ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

Marc Goovaerts, M. Vandebroeck and R. Kaas

Statistica Neerlandica, 1986, vol. 40, issue 4, 273-282

Abstract: Abstract. Some invariance properties of net stop loss ordering of risks are examined and proved in the framework of weighted compound distributions.

Date: 1986
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https://doi.org/10.1111/j.1467-9574.1986.tb01205.x

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Working Paper: ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS (1985)
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