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On Stochastic Orders and their Applications: Policy Limits and Deductibles |
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PP: 1385-1392 |
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doi:10.18576/amis/100417
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Author(s) |
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Meriem Bouhadjar,
Halim Zeghdoudi,
Mohamed Riad Remita,
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Abstract |
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| The paper deals with several types of stochastic order affecting random variables and linear combinations of random
variables. We study the problem of finding maximal expected utility for some functionals on insurance portfolios involving some
additional (independent) randomization. Applications in policy limits and deductible are obtained, and some relationships with other
actuarial main topics (comparison of copulas, individual and collective risk models, reinsurance contracts, etc.) are studied too. |
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