Article ID Journal Published Year Pages File Type
5076793 Insurance: Mathematics and Economics 2012 6 Pages PDF
Abstract
► We study capital allocation strategies via stochastic comparisons. ► Independent risks and comonotonic risks are studied in the general loss function scenario. ► Optimal capital allocations and policy limits allocations are discussed.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Stochastic comparisons of capital allocations with applications
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