Zoekopdracht:
faculteit: "FEB" en publicatiejaar: "1992"
| Auteurs | R. Kaas, A.E. van Heerwaarden | | Titel | Stop-loss order, unequal means, and more dangerous distributions |
| Tijdschrift | Insurance: Mathematics and Economics |
| Jaargang | 11 |
| Jaar | 1992 |
| Nummer | 1 |
| Pagina's | 71-77 |
| Faculteit | Faculteit Economie en Bedrijfskunde |
| Instituut/afd. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM) |
| Trefwoorden | stop-loss order; unequal means; dangerous distributions |
| Samenvatting | 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. |
| Soort document | Artikel |
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