EconPapers    
Economics at your fingertips  
 

ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

M Goovaerts, M Vandebroeck and R Kaas

No 293093, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

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

Keywords: Research Methods/ Statistical Methods; Risk and Uncertainty (search for similar items in EconPapers)
Date: 1985-04
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://ageconsearch.umn.edu/record/293093/files/amsterdam062.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293093

DOI: 10.22004/ag.econ.293093

Access Statistics for this paper

More papers in University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().

 
Page updated 2019-10-12
Handle: RePEc:ags:amstas:293093