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Stop-loss order, unequal means, and more dangerous distributions

✍ Scribed by R. Kaas; A.E. van Heerwaarden


Book ID
107918911
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
653 KB
Volume
11
Category
Article
ISSN
0167-6687

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A stop-loss ordered extremal distributio
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## Reviews values of suitably transformed distribution functions. The Esscher principle is a particular example. It is found that the likelihood ratio ordering of risks is preserved for any of these principles. A renewal theoretic interpretation of a special principle is given, and useful properti