Optimal allocation of policy deductibles for exchangeable risks
Year of publication: |
November 2016
|
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Authors: | Manesh, Sirous Fathi ; Khaledi, Baha-Eldin ; Dhaene, Jan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 87-92
|
Subject: | Hazard rate order | Increasing convex order | Likelihood ratio order | Log-concave density function | Majorization | Schur-concave function | Stochastic dominance | Allokation | Allocation | Theorie | Theory | Selbstbeteiligung | Deductible |
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