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Orderings of risks: A comparative study via stop-loss transforms

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  • Muller, Alfred

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  • Muller, Alfred, 1996. "Orderings of risks: A comparative study via stop-loss transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 215-222, April.
    • Handle: RePEc:eee:insuma:v:17:y:1996:i:3:p:215-222
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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. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
    3. Bühlmann, H. & Gagliardi, B. & Gerber, H. U. & Straub, E., 1977. "Some Inequalities for Stop-Loss Premiums," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 75-83, January.
    4. Ohlin, Jan, 1969. "On a class of measures of dispersion with application to optimal reinsurance," ASTIN Bulletin, Cambridge University Press, vol. 5(2), pages 249-266, May.
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    Cited by:

    1. Klar, Bernhard, 2000. "A class of tests for exponentiality against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 199-207, April.
    2. Alfonso J. Bello & Julio Mulero & Miguel A. Sordo & Alfonso Suárez-Llorens, 2020. "On Partial Stochastic Comparisons Based on Tail Values at Risk," Mathematics, MDPI, vol. 8(7), pages 1-12, July.
    3. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
    4. Cheung, Ka Chun, 2010. "Characterizing a comonotonic random vector by the distribution of the sum of its components," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 130-136, October.
    5. Wang, Shaun S. & Young, Virginia R., 1998. "Ordering risks: Expected utility theory versus Yaari's dual theory of risk," Insurance: Mathematics and Economics, Elsevier, vol. 22(2), pages 145-161, June.
    6. Christian Kleiber & Walter Kraemer, 2000. "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series 343, CESifo.
    7. Denuit, Michel & Vermandele, Catherine, 1998. "Optimal reinsurance and stop-loss order," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 229-233, July.
    8. Bauerle, Nicole & Muller, Alfred, 2006. "Stochastic orders and risk measures: Consistency and bounds," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 132-148, February.
    9. Sangyeol Lee & Simos G. Meintanis & Minyoung Jo, 2019. "Inferential procedures based on the integrated empirical characteristic function," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 357-386, September.
    10. Hurlimann, Werner, 2006. "A note on generalized distortion risk measures," Finance Research Letters, Elsevier, vol. 3(4), pages 267-272, December.
    11. Juri, Alessandro & Wuthrich, Mario V., 2002. "Copula convergence theorems for tail events," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 405-420, June.
    12. Müller, Alfred & Scarsini, Marco, 2012. "Fear of loss, inframodularity, and transfers," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1490-1500.
    13. Bernhard Klar, 2001. "Goodness-Of-Fit Tests for the Exponential and the Normal Distribution Based on the Integrated Distribution Function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 338-353, June.
    14. Wang, Shaun & Dhaene, Jan, 1998. "Comonotonicity, correlation order and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 235-242, July.
    15. Yang, Jianping & Hu, Taizhong, 2016. "New developments on the Lp-metric between a probability distribution and its distortion," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 236-243.

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