Amiri, Mehdi; Balakrishnan, Narayanaswamy Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications. (English) Zbl 1475.60041 J. Comput. Appl. Math. 402, Article ID 113801, 25 p. (2022). MSC: 60E15 62P05 62N05 PDF BibTeX XML Cite \textit{M. Amiri} and \textit{N. Balakrishnan}, J. Comput. Appl. Math. 402, Article ID 113801, 25 p. (2022; Zbl 1475.60041) Full Text: DOI OpenURL
Amiri, Mehdi; Eftekharian, Abbas; Roozegar, Roohollah Stochastic comparisons in the scale mixture of the multivariate skew-normal family of distributions based on Hessian ordering with some applications. (Persian. English summary) Zbl 07481988 JAMM, J. Adv. Math. Model. 11, No. 2, 317-338 (2021). MSC: 60E15 62E10 PDF BibTeX XML Cite \textit{M. Amiri} et al., JAMM, J. Adv. Math. Model. 11, No. 2, 317--338 (2021; Zbl 07481988) Full Text: DOI OpenURL
Naqvi, Sameen; Zhang, Yiying; Zhao, Peng Ordering results for individual risk model with dependent location-scale claim severities. (English) Zbl 07549071 Commun. Stat., Theory Methods 49, No. 4, 942-957 (2020). MSC: 91B16 91B30 60E15 PDF BibTeX XML Cite \textit{S. Naqvi} et al., Commun. Stat., Theory Methods 49, No. 4, 942--957 (2020; Zbl 07549071) Full Text: DOI OpenURL
Cai, Jun; Mao, Tiantian Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. (English) Zbl 1454.91169 ASTIN Bull. 50, No. 3, 1065-1092 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{J. Cai} and \textit{T. Mao}, ASTIN Bull. 50, No. 3, 1065--1092 (2020; Zbl 1454.91169) Full Text: DOI OpenURL
Castaño-Martínez, Antonia; Pigueiras, Gema; Sordo, Mangel A. On a family of risk measures based on largest claims. (English) Zbl 1411.91268 Insur. Math. Econ. 86, 92-97 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Castaño-Martínez} et al., Insur. Math. Econ. 86, 92--97 (2019; Zbl 1411.91268) Full Text: DOI OpenURL
Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun Comparisons of aggregate claim numbers and amounts: a study of heterogeneity. (English) Zbl 1411.91327 Scand. Actuar. J. 2019, No. 4, 273-290 (2019). MSC: 91B30 60E15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Scand. Actuar. J. 2019, No. 4, 273--290 (2019; Zbl 1411.91327) Full Text: DOI OpenURL
Bellini, Fabio; Klar, Bernhard; Müller, Alfred Expectiles, omega ratios and stochastic ordering. (English) Zbl 1402.60023 Methodol. Comput. Appl. Probab. 20, No. 3, 855-873 (2018). MSC: 60E15 60E05 91B82 62P05 PDF BibTeX XML Cite \textit{F. Bellini} et al., Methodol. Comput. Appl. Probab. 20, No. 3, 855--873 (2018; Zbl 1402.60023) Full Text: DOI OpenURL
Chi, Yichun; Wei, Wei Optimum insurance contracts with background risk and higher-order risk attitudes. (English) Zbl 1416.91165 ASTIN Bull. 48, No. 3, 1025-1047 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{W. Wei}, ASTIN Bull. 48, No. 3, 1025--1047 (2018; Zbl 1416.91165) Full Text: DOI OpenURL
Lu, Zhiyi; Meng, Shengwang; Liu, Leping; Han, Ziqi Optimal insurance design under background risk with dependence. (English) Zbl 1402.91209 Insur. Math. Econ. 80, 15-28 (2018). MSC: 91B30 62P05 60E15 PDF BibTeX XML Cite \textit{Z. Lu} et al., Insur. Math. Econ. 80, 15--28 (2018; Zbl 1402.91209) Full Text: DOI OpenURL
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun On heterogeneity in the individual model with both dependent claim occurrences and severities. (English) Zbl 1390.91219 ASTIN Bull. 48, No. 2, 817-839 (2018). MSC: 91B30 60E15 62P05 91G10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., ASTIN Bull. 48, No. 2, 817--839 (2018; Zbl 1390.91219) Full Text: DOI OpenURL
Yin, Chuan-cun Remarks on equality of two distributions under some partial orders. (English) Zbl 1391.60034 Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 274-280 (2018). MSC: 60E05 62P05 PDF BibTeX XML Cite \textit{C.-c. Yin}, Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 274--280 (2018; Zbl 1391.60034) Full Text: DOI arXiv OpenURL
Mao, Tiantian; Cai, Jun Risk measures based on behavioural economics theory. (English) Zbl 1397.91606 Finance Stoch. 22, No. 2, 367-393 (2018). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91B16 91B30 PDF BibTeX XML Cite \textit{T. Mao} and \textit{J. Cai}, Finance Stoch. 22, No. 2, 367--393 (2018; Zbl 1397.91606) Full Text: DOI OpenURL
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan Tail mutual exclusivity and Tail-VaR lower bounds. (English) Zbl 1401.91111 Scand. Actuar. J. 2017, No. 1, 88-104 (2017). MSC: 91B30 62G32 62P05 60E15 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2017, No. 1, 88--104 (2017; Zbl 1401.91111) Full Text: DOI Link OpenURL
Belzunce, Félix; Martínez-Riquelme, Carolina On sufficient conditions for the comparison of some quantile-based measures. (English) Zbl 1373.60041 Commun. Stat., Theory Methods 46, No. 13, 6512-6527 (2017). MSC: 60E15 PDF BibTeX XML Cite \textit{F. Belzunce} and \textit{C. Martínez-Riquelme}, Commun. Stat., Theory Methods 46, No. 13, 6512--6527 (2017; Zbl 1373.60041) Full Text: DOI OpenURL
Chen, Xinxiang; Chi, Yichun; Tan, Ken Seng The design of an optimal retrospective rating plan. (English) Zbl 1390.91172 ASTIN Bull. 46, No. 1, 141-163 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{X. Chen} et al., ASTIN Bull. 46, No. 1, 141--163 (2016; Zbl 1390.91172) Full Text: DOI OpenURL
Zhang, Jianling; Zhang, Zhongzhan Multi-sample test based on bootstrap methods for second order stochastic dominance. (English) Zbl 1327.62174 Hacet. J. Math. Stat. 44, No. 2, 503-512 (2015). MSC: 62F15 62G08 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{Z. Zhang}, Hacet. J. Math. Stat. 44, No. 2, 503--512 (2015; Zbl 1327.62174) OpenURL
Chi, Yichun; Lin, X. Sheldon Optimal reinsurance with limited ceded risk: a stochastic dominance approach. (English) Zbl 1290.91082 Astin Bull. 44, No. 1, 103-126 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 90C15 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{X. S. Lin}, ASTIN Bull. 44, No. 1, 103--126 (2014; Zbl 1290.91082) Full Text: DOI OpenURL
Zeghdoudi, Halim; Remita, Mohamed Riad Around convex ordering and comonotonicity. (English) Zbl 1348.62047 Int. J. Appl. Math. Stat. 30, No. 6, 27-36 (2012). MSC: 62E17 60E15 62P05 PDF BibTeX XML Cite \textit{H. Zeghdoudi} and \textit{M. R. Remita}, Int. J. Appl. Math. Stat. 30, No. 6, 27--36 (2012; Zbl 1348.62047) Full Text: Link OpenURL
Xun, Li; Sheng, Danshu; Wang, Dehui Measure on the sum of upper comonotonic random variables. (Chinese. English summary) Zbl 1289.91095 J. Jilin Univ., Sci. 50, No. 6, 1057-1063 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Xun} et al., J. Jilin Univ., Sci. 50, No. 6, 1057--1063 (2012; Zbl 1289.91095) OpenURL
Hu, Shaoyong; Wu, Xianyi The high degree stochastic order of real-valued random variables. (English) Zbl 1265.60016 Chin. J. Appl. Probab. Stat. 27, No. 6, 657-669 (2011). MSC: 60E15 62P05 91B30 PDF BibTeX XML Cite \textit{S. Hu} and \textit{X. Wu}, Chin. J. Appl. Probab. Stat. 27, No. 6, 657--669 (2011; Zbl 1265.60016) OpenURL
Li, Xiaohu; Lin, Jianhua Stochastic orders in time transformed exponential models with applications. (English) Zbl 1220.91019 Insur. Math. Econ. 49, No. 1, 47-52 (2011). MSC: 91B30 62P05 60E15 PDF BibTeX XML Cite \textit{X. Li} and \textit{J. Lin}, Insur. Math. Econ. 49, No. 1, 47--52 (2011; Zbl 1220.91019) Full Text: DOI OpenURL
Cheung, Ka Chun Characterizing a comonotonic random vector by the distribution of the sum of its components. (English) Zbl 1231.91160 Insur. Math. Econ. 47, No. 2, 130-136 (2010). MSC: 91B30 60E15 62E10 PDF BibTeX XML Cite \textit{K. C. Cheung}, Insur. Math. Econ. 47, No. 2, 130--136 (2010; Zbl 1231.91160) Full Text: DOI OpenURL
Baringhaus, Ludwig; Grübel, Rudolf Nonparametric two-sample tests for increasing convex order. (English) Zbl 1200.62046 Bernoulli 15, No. 1, 99-123 (2009). MSC: 62G10 62G09 62G20 PDF BibTeX XML Cite \textit{L. Baringhaus} and \textit{R. Grübel}, Bernoulli 15, No. 1, 99--123 (2009; Zbl 1200.62046) Full Text: DOI arXiv OpenURL
Escudero, Laureano F.; Ortega, Eva-María How retention levels influence the variability of the total risk under reinsurance. (English) Zbl 1187.91101 Top 17, No. 1, 139-157 (2009). MSC: 91B30 60E15 62P05 PDF BibTeX XML Cite \textit{L. F. Escudero} and \textit{E.-M. Ortega}, Top 17, No. 1, 139--157 (2009; Zbl 1187.91101) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Pitselis, Georgios Further improved recursions for a class of compound Poisson distributions. (English) Zbl 1163.62304 Insur. Math. Econ. 44, No. 2, 278-286 (2009). MSC: 62E15 62P05 65C60 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{G. Pitselis}, Insur. Math. Econ. 44, No. 2, 278--286 (2009; Zbl 1163.62304) Full Text: DOI OpenURL
Yan, Rongfang; Zhou, Xia; Fu, Tonglin Upper and lower bounds for \(S^{ (m)}\) in the sense of convex order and their application. (Chinese. English summary) Zbl 1199.60049 J. Lanzhou Univ., Nat. Sci. 44, No. 4, 112-117 (2008). MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{R. Yan} et al., J. Lanzhou Univ., Nat. Sci. 44, No. 4, 112--117 (2008; Zbl 1199.60049) OpenURL
Brückner, Karsten Quantifying the error of convex order bounds for truncated first moments. (English) Zbl 1147.60011 Insur. Math. Econ. 42, No. 1, 261-270 (2008). MSC: 60E15 91B28 PDF BibTeX XML Cite \textit{K. Brückner}, Insur. Math. Econ. 42, No. 1, 261--270 (2008; Zbl 1147.60011) Full Text: DOI OpenURL
Denuit, Michel; Dhaene, Jan Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. (English) Zbl 1110.62140 J. Comput. Appl. Math. 203, No. 1, 169-176 (2007). MSC: 62N99 60E15 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{J. Dhaene}, J. Comput. Appl. Math. 203, No. 1, 169--176 (2007; Zbl 1110.62140) Full Text: DOI OpenURL
Denuit, Michel; Frostig, Esther Heterogeneity and the need for capital in the individual model. (English) Zbl 1142.91039 Scand. Actuar. J. 2006, No. 1, 42-66 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, Scand. Actuar. J. 2006, No. 1, 42--66 (2006; Zbl 1142.91039) Full Text: DOI OpenURL
Landsman, Zinoviy; Tsanakas, Andreas Stochastic ordering of bivariate elliptical distributions. (English) Zbl 1085.62059 Stat. Probab. Lett. 76, No. 5, 488-494 (2006). MSC: 62H05 62P05 60E15 91B30 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{A. Tsanakas}, Stat. Probab. Lett. 76, No. 5, 488--494 (2006; Zbl 1085.62059) Full Text: DOI Link OpenURL
Walhin, Jean-François; Denuit, Michel On the pricing of top and drop excess of loss covers. (English) Zbl 1192.91119 J. Actuar. Pract. 12, 137-158 (2005). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{J.-F. Walhin} and \textit{M. Denuit}, J. Actuar. Pract. 12, 137--158 (2005; Zbl 1192.91119) OpenURL
Kaas, Rob; Tang, Qihe A large deviation result for aggregate claims with dependent claim occurrences. (English) Zbl 1110.62145 Insur. Math. Econ. 36, No. 3, 251-259 (2005). MSC: 62P05 60F10 60E15 PDF BibTeX XML Cite \textit{R. Kaas} and \textit{Q. Tang}, Insur. Math. Econ. 36, No. 3, 251--259 (2005; Zbl 1110.62145) Full Text: DOI OpenURL
Hürlimann, Werner Excess of loss reinsurance with reinstatements revisited. (English) Zbl 1123.62076 Astin Bull. 35, No. 1, 211-238 (2005). MSC: 62P05 62E17 91B30 62Q05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 35, No. 1, 211--238 (2005; Zbl 1123.62076) Full Text: DOI OpenURL
Antzoulakos, Demetrios L.; Chadjiconstantinidis, Stathis On mixed and compound mixed Poisson distributions. (English) Zbl 1142.62009 Scand. Actuar. J. 2004, No. 3, 161-188 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62E15 62P05 PDF BibTeX XML Cite \textit{D. L. Antzoulakos} and \textit{S. Chadjiconstantinidis}, Scand. Actuar. J. 2004, No. 3, 161--188 (2004; Zbl 1142.62009) Full Text: DOI OpenURL
Møller, Thomas Stochastic orders in dynamic reinsurance markets. (English) Zbl 1060.62122 Finance Stoch. 8, No. 4, 479-499 (2004). Reviewer: Yuliya Mishura MSC: 62P05 91B30 60E15 60G44 PDF BibTeX XML Cite \textit{T. Møller}, Finance Stoch. 8, No. 4, 479--499 (2004; Zbl 1060.62122) Full Text: DOI OpenURL
Lu, Tong-Yu; Yi, Zhang Generalized correlation order and stop-loss order. (English) Zbl 1283.91088 Insur. Math. Econ. 35, No. 1, 69-76 (2004). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{T.-Y. Lu} and \textit{Z. Yi}, Insur. Math. Econ. 35, No. 1, 69--76 (2004; Zbl 1283.91088) Full Text: DOI OpenURL
Ribas, Carme; Marín-Solano, Jesús; Alegre, Antonio On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies. (English) Zbl 1025.62042 Insur. Math. Econ. 32, No. 2, 201-215 (2003). MSC: 62P05 62E15 65C60 PDF BibTeX XML Cite \textit{C. Ribas} et al., Insur. Math. Econ. 32, No. 2, 201--215 (2003; Zbl 1025.62042) Full Text: DOI OpenURL
Cheng, Yu; Pai, Jeffrey S. On the \(n\)th stop-loss transform order of ruin probability. (English) Zbl 1069.91067 Insur. Math. Econ. 32, No. 1, 51-60 (2003). Reviewer: Roy Gardner (Bloomington) MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Cheng} and \textit{J. S. Pai}, Insur. Math. Econ. 32, No. 1, 51--60 (2003; Zbl 1069.91067) Full Text: DOI OpenURL
Roos, Bero; Pfeifer, Dietmar On the distance between the distributions of random sums. (English) Zbl 1021.60008 J. Appl. Probab. 40, No. 1, 87-106 (2003). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60E05 62E17 60E15 60F05 PDF BibTeX XML Cite \textit{B. Roos} and \textit{D. Pfeifer}, J. Appl. Probab. 40, No. 1, 87--106 (2003; Zbl 1021.60008) Full Text: DOI OpenURL
Hürlimann, Werner Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. (English) Zbl 1012.62110 J. Appl. Math. 2003, No. 3, 141-153 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{W. Hürlimann}, J. Appl. Math. 2003, No. 3, 141--153 (2003; Zbl 1012.62110) Full Text: DOI EuDML OpenURL
Hürlimann, Werner On immunization, stop-loss order and the maximum Shiu measure. (English) Zbl 1074.91016 Insur. Math. Econ. 31, No. 3, 315-325 (2002). MSC: 91B28 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 31, No. 3, 315--325 (2002; Zbl 1074.91016) Full Text: DOI OpenURL
Hürlimann, Werner Analytical evaluation of economic risk capital for portfolios of gamma risks. (English) Zbl 1060.91081 Astin Bull. 31, No. 1, 111-126 (2001). MSC: 91B30 91B28 62P05 60E15 62E10 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 31, No. 1, 111--126 (2001; Zbl 1060.91081) Full Text: DOI OpenURL
Hürlimann, Werner Distribution-free comparison of pricing principles. (English) Zbl 1074.91554 Insur. Math. Econ. 28, No. 3, 351-360 (2001). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 28, No. 3, 351--360 (2001; Zbl 1074.91554) Full Text: DOI OpenURL
Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. Comonotonicity and maximal stop-loss premiums. (English. French, German summary) Zbl 1187.91099 Mitt., Schweiz. Aktuarver. 2000, No. 2, 99-113 (2000). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Mitt., Schweiz. Aktuarver. 2000, No. 2, 99--113 (2000; Zbl 1187.91099) Full Text: Link OpenURL
Denuit, Michel Stochastic analysis of duplicates in life insurance portfolios. (English) Zbl 1320.91067 Bl., Dtsch. Ges. Versicherungsmath. 24, No. 3, 507-514 (2000). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Denuit}, Bl., Dtsch. Ges. Versicherungsmath. 24, No. 3, 507--514 (2000; Zbl 1320.91067) Full Text: DOI OpenURL
Simon, S.; Goovaerts, M. J.; Dhaene, J. An easy computable upper bound for the price of an arithmetic Asian option. (English) Zbl 0964.91021 Insur. Math. Econ. 26, No. 2-3, 175-183 (2000). Reviewer: Martin Schweizer (Berlin) MSC: 91G20 60E15 62P05 PDF BibTeX XML Cite \textit{S. Simon} et al., Insur. Math. Econ. 26, No. 2--3, 175--183 (2000; Zbl 0964.91021) Full Text: DOI OpenURL
Denuit, Michel; Dhaene, Jan; Van Wouve, Martine The economics of insurance: a review and some recent developments. (English) Zbl 1187.91096 Mitt., Schweiz. Aktuarver. 1999, No. 2, 137-175 (1999). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit} et al., Mitt., Schweiz. Aktuarver. 1999, No. 2, 137--175 (1999; Zbl 1187.91096) OpenURL
Denuit, Michel; Vermandele, Catherine Lorenz and excess wealth orders, with applications in reinsurance theory. (English) Zbl 0952.91041 Scand. Actuarial J. 1999, No. 2, 170-185 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B30 60E15 93E20 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Vermandele}, Scand. Actuarial J. 1999, No. 2, 170--185 (1999; Zbl 0952.91041) Full Text: DOI OpenURL
Denuit, M.; Genest, C.; Marceau, É. Stochastic bounds on sums of dependent risks. (English) Zbl 1028.91553 Insur. Math. Econ. 25, No. 1, 85-104 (1999). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Denuit} et al., Insur. Math. Econ. 25, No. 1, 85--104 (1999; Zbl 1028.91553) Full Text: DOI OpenURL
Goovaerts, M. J.; Dhaene, J. Supermodular ordering and stochastic annuities. (English) Zbl 0942.60008 Insur. Math. Econ. 24, No. 3, 281-290 (1999). Reviewer: Peter Bank (Berlin) MSC: 60E99 62P05 91B28 PDF BibTeX XML Cite \textit{M. J. Goovaerts} and \textit{J. Dhaene}, Insur. Math. Econ. 24, No. 3, 281--290 (1999; Zbl 0942.60008) Full Text: DOI OpenURL
Bäuerle, N.; Müller, A. Modelling and comparing dependencies in multivariable risk portfolios. (English) Zbl 1137.91484 Astin Bull. 28, No. 1, 59-76 (1998). MSC: 91B30 91B28 62P05 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Müller}, ASTIN Bull. 28, No. 1, 59--76 (1998; Zbl 1137.91484) Full Text: DOI Link OpenURL
Wang, Shaun; Dhaene, Jan Comonotonicity, correlation order and premium principles. (English) Zbl 0909.62110 Insur. Math. Econ. 22, No. 3, 235-242 (1998). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{S. Wang} and \textit{J. Dhaene}, Insur. Math. Econ. 22, No. 3, 235--242 (1998; Zbl 0909.62110) Full Text: DOI OpenURL
Denuit, Michel; Vermandele, Catherine Optimal reinsurance and stop-loss order. (English) Zbl 0986.62085 Insur. Math. Econ. 22, No. 3, 229-233 (1998). MSC: 62P05 60E15 91B30 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Vermandele}, Insur. Math. Econ. 22, No. 3, 229--233 (1998; Zbl 0986.62085) Full Text: DOI OpenURL
Hesselager, Ole Closure properties of some partial orderings under mixing. (English) Zbl 0903.62013 Insur. Math. Econ. 22, No. 2, 163-170 (1998). MSC: 62E10 62N05 PDF BibTeX XML Cite \textit{O. Hesselager}, Insur. Math. Econ. 22, No. 2, 163--170 (1998; Zbl 0903.62013) Full Text: DOI OpenURL
Gollier, Christian On the inefficiency of bang-bang and stop-loss portfolio strategies. (English) Zbl 0886.90028 J. Risk Uncertain. 14, No. 2, 143-154 (1997). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{C. Gollier}, J. Risk Uncertain. 14, No. 2, 143--154 (1997; Zbl 0886.90028) Full Text: DOI OpenURL
Müller, Alfred Orderings of risks: A comparative study via stop-loss transforms. (English) Zbl 0855.62095 Insur. Math. Econ. 17, No. 3, 215-222 (1996). MSC: 62P05 91B30 62E10 PDF BibTeX XML Cite \textit{A. Müller}, Insur. Math. Econ. 17, No. 3, 215--222 (1996; Zbl 0855.62095) Full Text: DOI OpenURL
Hürlimann, Werner Transforming, ordering and rating risks. (English) Zbl 0852.62095 Mitt., Schweiz. Ver. Versicherungsmath. 1995, No. 2, 213-236 (1995). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{W. Hürlimann}, Mitt., Schweiz. Ver. Versicherungsmath. 1995, No. 2, 213--236 (1995; Zbl 0852.62095) OpenURL
Kaas, R.; Gerber, H. U. Some alternatives for the individual model. (English) Zbl 0818.62092 Insur. Math. Econ. 15, No. 2-3, 127-132 (1994). MSC: 62P05 PDF BibTeX XML Cite \textit{R. Kaas} and \textit{H. U. Gerber}, Insur. Math. Econ. 15, No. 2--3, 127--132 (1994; Zbl 0818.62092) Full Text: DOI OpenURL
Hürlimann, Werner A note on experience rating, reinsurance and premium principles. (English) Zbl 0801.62091 Insur. Math. Econ. 14, No. 3, 197-204 (1994). MSC: 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 14, No. 3, 197--204 (1994; Zbl 0801.62091) Full Text: DOI OpenURL
Hürlimann, Werner Solvability and reassurance. (Solvabilité et réassurance.) (French) Zbl 0797.62095 Mitt., Schweiz. Ver. Versicherungsmath. 1993, No. 2, 229-249 (1993). MSC: 62P05 41A50 60E15 PDF BibTeX XML Cite \textit{W. Hürlimann}, Mitt., Schweiz. Ver. Versicherungsmath. 1993, No. 2, 229--249 (1993; Zbl 0797.62095) OpenURL
Hesselager, Ole Extensions of Ohlin’s lemma with applications to optimal reinsurance structures. (English) Zbl 0795.62093 Insur. Math. Econ. 13, No. 1, 83-97 (1993). Reviewer: W.R.Heilmann (Karlsruhe) MSC: 62P05 91B30 65K99 PDF BibTeX XML Cite \textit{O. Hesselager}, Insur. Math. Econ. 13, No. 1, 83--97 (1993; Zbl 0795.62093) Full Text: DOI OpenURL
Kaas, R.; van Heerwaarden, A. E. Stop-loss order, unequal means, and more dangerous distributions. (English) Zbl 0752.62073 Insur. Math. Econ. 11, No. 1, 71-77 (1992). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{R. Kaas} and \textit{A. E. van Heerwaarden}, Insur. Math. Econ. 11, No. 1, 71--77 (1992; Zbl 0752.62073) Full Text: DOI OpenURL
Hürlimann, Werner Orderings of risks through loss ratio. (English) Zbl 0752.62072 Insur. Math. Econ. 11, No. 1, 49-54 (1992). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 11, No. 1, 49--54 (1992; Zbl 0752.62072) Full Text: DOI OpenURL
van Heerwaarden, A. E.; Kaas, R. The Dutch premium principle. (English) Zbl 0781.62163 Insur. Math. Econ. 11, No. 2, 129-133 (1992). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{A. E. van Heerwaarden} and \textit{R. Kaas}, Insur. Math. Econ. 11, No. 2, 129--133 (1992; Zbl 0781.62163) Full Text: DOI OpenURL
Hürlimann, Werner Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. (English) Zbl 0741.62094 Insur. Math. Econ. 10, No. 1, 9-20 (1991). Reviewer: A.Reich (Köln) MSC: 62P05 90C90 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 10, No. 1, 9--20 (1991; Zbl 0741.62094) Full Text: DOI OpenURL
Kaas, R.; van Heerwaarden, A. E. Ordering of risks and ruin probabilities. (English) Zbl 0711.62095 Insur. Math. Econ. 9, No. 2-3, 177-178 (1990). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{R. Kaas} and \textit{A. E. van Heerwaarden}, Insur. Math. Econ. 9, No. 2--3, 177--178 (1990; Zbl 0711.62095) Full Text: DOI OpenURL