Title of article
Supermodular ordering and stochastic annuities
Author/Authors
Goovaerts، نويسنده , , M.J. and Dhaene، نويسنده , , J.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
10
From page
281
To page
290
Abstract
In this paper, we consider several types of stochastic annuities, for which an explicit expression of the distribution function is not available. We will construct a random variable with the same mean and which is larger in stop-loss order, for which the distribution function can easily be obtained.
Keywords
Stochastic annuities , Stop-loss order , Supermodular ordering
Journal title
Insurance Mathematics and Economics
Serial Year
1999
Journal title
Insurance Mathematics and Economics
Record number
1542216
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