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
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
Journal title :
Insurance Mathematics and Economics