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Query: faculty: "FEB" and publication year: "1992"

AuthorsR. Kaas, A.E. van Heerwaarden
TitleStop-loss order, unequal means, and more dangerous distributions
JournalInsurance: Mathematics and Economics
FacultyFaculty of Economics and Business
Institute/dept.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
Keywordsstop-loss order; unequal means; dangerous distributions
AbstractUsing 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 typeArticle
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