ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS
M Vandebroeck and
No 293093, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business
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)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293093
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