• Title of article

    Comparison of individual risk models

  • Author/Authors

    Lefèvre، نويسنده , , Claude and Utev، نويسنده , , Sergey، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    10
  • From page
    21
  • To page
    30
  • Abstract
    This paper is concerned with the stochastic comparison of two individual risk models for homogeneous portfolios with different claim size distributions. It is shown that a Lorenz order between the claim sizes, or a hamr-order if the claim sizes are NBUE, are transferred to the corresponding individual risk models.
  • Keywords
    Comparison of risks , Convex-type orders , Lorenz order , Hamr-order , Preservation under convolution , Preservation under mixture
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    2001
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542354

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1542354