Stochastic comparisons for allocations of policy limits and deductibles with applications
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Cited by:
- Manesh, Sirous Fathi & Khaledi, Baha-Eldin & Dhaene, Jan, 2016.
"Optimal allocation of policy deductibles for exchangeable risks,"
Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 87-92.
- Sirous Fathi Manesh & Baha-Eldin Khaledi & Jan Dhaene, 2015. "Optimal allocation of policy deductibles for exchangeable risks," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 501184, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Manesh, Sirous Fathi & Khaledi, Baha-Eldin, 2015. "Allocations of policy limits and ordering relations for aggregate remaining claims," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 9-14.
- Li, Xiaohu & You, Yinping, 2012. "On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 423-429.
- Xu, Maochao & Hu, Taizhong, 2012. "Stochastic comparisons of capital allocations with applications," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 293-298.
- Yinping You & Xiaohu Li, 2017. "Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas," Annals of Operations Research, Springer, vol. 259(1), pages 485-501, December.
- Qi Feng & J. George Shanthikumar, 2018. "Arrangement Increasing Resource Allocation," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 935-955, September.
- Wei Wei, 2018. "Properties of Stochastic Arrangement Increasing and Their Applications in Allocation Problems," Risks, MDPI, vol. 6(2), pages 1-12, April.
- Cai, Jun & Wei, Wei, 2014. "Some new notions of dependence with applications in optimal allocation problems," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 200-209.
- Yinping You & Xiaohu Li & Rui Fang, 2021. "On coverage limits and deductibles for SAI loss severities," Annals of Operations Research, Springer, vol. 297(1), pages 341-357, February.
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Keywords
Usual stochastic order Likelihood ratio order Majorization order Policy limit Policy deductible Optimal solution;Statistics
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