Found 27 Documents (Results 1–27)
Case study on the optimality of reinsurance contracts. (English. German, French summary) Zbl 1333.91029
MSC:
91G05
Estimating cumulative incidence functions when the life distributions are constrained. (English) Zbl 1203.62037
Analytical bounds for two value-at-risk functionals. (English) Zbl 1094.91032
MSC:
91B30
Asymptotic ruin probabilities for risk processes with dependent increments. (English) Zbl 1055.91055
On dependence of risks and stop-loss premiums. (English) Zbl 0945.62109
MSC:
62P05
91B30
Ordering of risks under PH-transforms. (English) Zbl 0859.90056
MSC:
91B30
62P05
On the preservation of some orderings of risks under convolution. (English) Zbl 0835.62103
MSC:
62P05
91B30
Stochastic orders and their applications. (English) Zbl 0806.62009
Probability and Mathematical Statistics. Boston, MA: Academic Press. xvi, 545 p. (1994).
Reviewer: L.Rüschendorf (Freiburg)
Extensions of Ohlin’s lemma with applications to optimal reinsurance structures. (English) Zbl 0795.62093
Reviewer: W.R.Heilmann (Karlsruhe)
Orderings of risks through loss ratio. (English) Zbl 0752.62072
MSC:
62P05
91B30
Ordering of risks and ruin probabilities. (English) Zbl 0711.62095
MSC:
62P05
91B30
Risk theory and its statistics enviroment. (English) Zbl 0697.62098
MSC:
62P05
Optimal reinsurance in relation to ordering of risks. (English) Zbl 0683.62060
Reviewer: W.R.Heilmann
MSC:
62P05
On the statistical inference from survival experiments with two types of failure. (English) Zbl 0693.62092
Ordering of distributions and risk measurement. (English) Zbl 0662.62110
MSC:
62P05
Robustness of sequential exponential life-testing procedures. (English) Zbl 0598.62126
Reviewer: S.N.U.A.Kirmani
Stop-loss ordering for scale and power mixtures of distributions. (English) Zbl 0541.62098
MSC:
62P05
Net stop-loss ordering and related orderings. (English) Zbl 0535.62084
Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 195-234 (1984).
Reviewer: W.-R.Heilmann
Insurance premiums. Theory and applications. (English) Zbl 0532.62082
Amsterdam - New York - Oxford: North-Holland. XI, 406 p. $ 63.75; Dfl. 150.00 (1984).
Reviewer: W.-R.Heilmann
Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions. (English) Zbl 0527.62093
MSC:
62P05
Ordering of risks: a review. (English) Zbl 0492.62090
MSC:
62P05
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