Stop-loss order, unequal means, and more dangerous distributions
| Authors | |
|---|---|
| Publication date | 1992 |
| Journal | Insurance: Mathematics & Economics |
| Volume | Issue number | 11 | 1 |
| Pages (from-to) | 71-77 |
| Number of pages | 7 |
| Organisations |
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| Abstract | Using a sequence of transformations of subsequent cumulative distribution functions, the connections between the following three relations between risks are established: stop-loss order, stop-loss order with equal means, and being more dangerous. By a related technique, stop-loss order is verified between members of some two-parameter families of distributions. |
| Document type | Article |
| Published at | https://doi.org/10.1016/0167-6687(92)90089-T |
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