Orderings of Risks and Their Actuarial Applications

In actuarial theory a risk is a random variable describing a claim size (a single claim size, or the total claim amount of one contract in one period, or the aggregate claim of a portfolio of contracts in one period, e.g.). In the present contribution a number of (well-known as well as new) ordering...

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Bibliographische Detailangaben
Veröffentlicht in:Lecture Notes-Monograph Series. - Institute of Mathematical Statistics, 1982. - 19(1991) vom: Jan., Seite 157-173
1. Verfasser: Heilmann, Wolf-Rüdiger (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1991
Zugriff auf das übergeordnete Werk:Lecture Notes-Monograph Series
Schlagworte:Actuarial risk Dangerousness of risks Risk theory Premium calculation Mathematics Economics Philosophy