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Ordering claim size distributions and mixed Poisson probabilities

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  • Kaas, R.
  • Hesselager, O.

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  • Kaas, R. & Hesselager, O., 1995. "Ordering claim size distributions and mixed Poisson probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 193-201, October.
    • Handle: RePEc:eee:insuma:v:17:y:1995:i:2:p:193-201
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    References listed on IDEAS

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    1. Kaas, R. & van Heerwaarden, A. E., 1992. "Stop-loss order, unequal means, and more dangerous distributions," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 71-77, April.
    2. Hesselager, Ole, 1995. "Order relations for some distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 129-134, May.
    3. Gerber, Hans U., 1992. "From the generalized gamma to the generalized negative binomial distribution," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 303-309, January.
    4. ter Berg, Peter, 1980. "Two Pragmatic Approaches to Loglinear Claim Cost Analysis," ASTIN Bulletin, Cambridge University Press, vol. 11(2), pages 77-90, December.
    5. ter Berg, Peter, 1994. "Deductibles and the Inverse Gaussian Distribution," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 319-323, November.
    6. ter Berg, Peter, 1980. "On the Loglinear Poisson and Gamma Model," ASTIN Bulletin, Cambridge University Press, vol. 11(1), pages 35-40, June.
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    Cited by:

    1. Trinh, Giang & Wright, Malcolm J., 2022. "Predicting future consumer purchases in grocery retailing with the condensed Poisson lognormal model," Journal of Retailing and Consumer Services, Elsevier, vol. 64(C).
    2. Michel M. Denuit & Mhamed Mesfioui, 2016. "Multivariate Higher-Degree Stochastic Increasing Convexity," Journal of Theoretical Probability, Springer, vol. 29(4), pages 1599-1623, December.
    3. Denuit, Michel & Sznajder, Dominik & Trufin, Julien, 2019. "Model selection based on Lorenz and concentration curves, Gini indices and convex order," LIDAM Discussion Papers ISBA 2019006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Denuit, Michel & Lefevre, Claude & Utev, Sergey, 2002. "Measuring the impact of dependence between claims occurrences," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 1-19, February.
    5. Denuit, Michel & Vermandele, Catherine, 1998. "Optimal reinsurance and stop-loss order," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 229-233, July.
    6. Denuit, Michel & Liu, Liqun & Meyer, Jack, 2014. "A separation theorem for the weak s-convex orders," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 279-284.
    7. Giang Trinh & Cam Rungie & Malcolm Wright & Carl Driesener & John Dawes, 2014. "Predicting future purchases with the Poisson log-normal model," Marketing Letters, Springer, vol. 25(2), pages 219-234, June.
    8. Michel Denuit & Claude Lefèvre & Marco Scarsini, 2001. "On S-Convexity and Risk Aversion," Theory and Decision, Springer, vol. 50(3), pages 239-248, May.
    9. Denuit, Michel & Vylder, Etienne De & Lefevre, Claude, 1999. "Extremal generators and extremal distributions for the continuous s-convex stochastic orderings," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 201-217, May.
    10. Michel Denuit & Claude Lefèvre & Moshe Shaked, 2000. "Stochastic Convexity of the Poisson Mixture Model," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 231-254, September.
    11. Cheng, Yu & Pai, Jeffrey S., 2003. "On the nth stop-loss transform order of ruin probability," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 51-60, February.
    12. Tsai, Cary Chi-Liang, 2006. "On the stop-loss transform and order for the surplus process perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 151-170, August.
    13. Denuit, Michel & Lefevre, Claude & Mesfioui, M'hamed, 1999. "A class of bivariate stochastic orderings, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 31-50, March.

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