Format:
Online-Ressource
ISSN:
2300-2298
Content:
Abstract: This paper studies the increasing convex ordering of the optimal discounted capital allocations for stochastic arrangement increasing risks with stochastic arrangement decreasing occurrence times. The application to optimal allocation of policy limits is presented as an illustration as well.
In:
volume:5
In:
number:1
In:
year:2017
In:
pages:145-153
In:
extent:9
In:
Dependence modeling, Warsaw : De @Gruyter, Versita, 2013-, 5, Heft 1 (2017), 145-153 (gesamt 9), 2300-2298
Language:
English
DOI:
10.1515/demo-2017-0010
URN:
urn:nbn:de:101:1-2411181557216.310283765078
URL:
https://doi.org/10.1515/demo-2017-0010
URL:
https://nbn-resolving.org/urn:nbn:de:101:1-2411181557216.310283765078
URL:
https://d-nb.info/1348658037/34
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