Query:
faculty: "FEB" and publication year: "1992"
| Authors | R. Kaas, A.E. van Heerwaarden | | Title | Stop-loss order, unequal means, and more dangerous distributions |
| Journal | Insurance: Mathematics and Economics |
| Volume | 11 |
| Year | 1992 |
| Issue | 1 |
| Pages | 71-77 |
| Faculty | Faculty of Economics and Business |
| Institute/dept. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM) |
| Keywords | stop-loss order; unequal means; dangerous distributions |
| 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 |
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