ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

Marc 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)
Pages: 15
Date: 1985-04
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Related works:
Journal Article: ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS (1986)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293093

DOI: 10.22004/ag.econ.293093

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