arXiv:1411.1609 [math.ST]AbstractReferencesReviewsResources
On Stochastic Orders and its applications : Policy limits and Deductibles
Halim Zeghdoudi, Meriem Bouhadjar, Mohamed Riad Remita
Published 2014-11-06Version 1
This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance contracts and dependent portfolios increase risk. More precisely, we propose a new model for insurance risks while we give some properties. To this end, we obtain the ordering of the optimal allocation of policy limits and deductibles for this model.
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