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150324s1991 xx |||||o 00| ||eng c |
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|a (JST)4355675
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|a DE-627
|b ger
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|e rakwb
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|a eng
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|a 62P05
|2 MSC
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|a 26D15
|2 MSC
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|a 60E15
|2 MSC
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|a Heilmann, Wolf-Rüdiger
|e verfasserin
|4 aut
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|a Orderings of Risks and Their Actuarial Applications
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|c 1991
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|a Text
|b txt
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|a Computermedien
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|a Online-Ressource
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|a 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) orderings of random variables are discussed. In particular, the relations between these orderings are investigated, and interpretations in terms of actuarial applications are given. Furthermore, the stability of the orderings with respect to convolutions and the forming of random sums is examined. Finally, it is shown that this approach can be used to generate formulas for risk premiums.
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|a Copyright 1991 Institute of Mathematical Statistics
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|a Actuarial risk
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|a Dangerousness of risks
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|a Risk theory
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|a Premium calculation
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|a Mathematics
|x Pure mathematics
|x Probability theory
|x Random variables
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial management
|x Financial risk
|x Insurance risk
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|a Economics
|x Economic disciplines
|x Financial economics
|x Insurance
|x Insurance expenses
|x Insurance premiums
|x Risk premiums
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Distribution functions
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|a Economics
|x Economic disciplines
|x Financial economics
|x Insurance
|x Reinsurance
|x Stop loss reinsurance
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|a Economics
|x Economic disciplines
|x Financial economics
|x Insurance
|x Insurance deductibles
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|a Economics
|x Economic disciplines
|x Financial economics
|x Insurance
|x Insurance expenses
|x Insurance premiums
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|
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Expected values
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|a Philosophy
|x Logic
|x Logical topics
|x Formal logic
|x Mathematical logic
|x Mathematical set theory
|x Mathematical relations
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|a Mathematics
|x Lectures and Speakers at the Workshop
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|a research-article
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|i Enthalten in
|t Lecture Notes-Monograph Series
|d Institute of Mathematical Statistics, 1982
|g 19(1991) vom: Jan., Seite 157-173
|w (DE-627)583817815
|w (DE-600)2460925-0
|x 07492170
|7 nnns
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|g volume:19
|g year:1991
|g month:01
|g pages:157-173
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|u https://www.jstor.org/stable/4355675
|3 Volltext
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|d 19
|j 1991
|c 01
|h 157-173
|