Title of article
On the preservation of some orderings of risks under convolution
Author/Authors
Franco Pellerey، نويسنده , , Franco، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
8
From page
23
To page
30
Abstract
Partial stochastic orderings of risks have received considerable attention in recent literature on actuarial theory and its applications. Here the Mean Remaining Life ordering and the Harmonic Average Mean Remaining Life ordering are considered, and their stability under deterministic and random summation is studied.
Keywords
Risk theory , Stochastic orderings , Mean Remaining Life ordering , Harmonic Average Mean Remaining Life ordering , Premium calculations , Total Claims distributions , convolution
Journal title
Insurance Mathematics and Economics
Serial Year
1995
Journal title
Insurance Mathematics and Economics
Record number
1540587
Link To Document