Institute of Mathematical Statistics Lecture Notes - Monograph Series

Orderings of risks and their actuarial applications

Wolf-Rüdiger Heilmann and Klaus J. Schröter

Full-text: Open access

Chapter information

Source
K. Mosler and M. Scarsini, eds. Stochastic orders and decision under risk: Papers from the International Workshop held in Hamburg, May 16--20, 1989 (Hayward, CA: Institute of Mathematical Statistics, 1991), 157-173

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215459855

Digital Object Identifier
doi:10.1214/lnms/1215459855

Mathematical Reviews number (MathSciNet)
MR1196054

Zentralblatt MATH identifier
0755.62077

Subjects
Primary: 62P05: Applications to actuarial sciences and financial mathematics
Secondary: 60E15: Inequalities; stochastic orderings

Rights
Copyright © 1991, Institute of Mathematical Statistics

Citation

Heilmann, Wolf-Rüdiger; Schröter, Klaus J. Orderings of risks and their actuarial applications. Stochastic orders and decision under risk, 157--173, Institute of Mathematical Statistics, Hayward, CA, 1991. doi:10.1214/lnms/1215459855. https://projecteuclid.org/euclid.lnms/1215459855


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