Supermodular ordering and stochastic annuities

被引：16

作者：

Goovaerts, MJ

Dhaene, J

机构：

[1] Katholieke Univ Leuven, CRIR Huis Eygen Heerd, B-3000 Louvain, Belgium

[2] State Univ Ghent, Louvain, Belgium

[3] Univ Antwerp, B-2020 Antwerp, Belgium

[4] Univ Amsterdam, NL-1012 WX Amsterdam, Netherlands

[5] Katholieke Univ Leuven, Louvain, Belgium

来源：

INSURANCE MATHEMATICS & ECONOMICS | 1999年 / 24卷 / 03期

关键词：

supermodular ordering; stochastic annuities; stop-loss order;

D O I：

10.1016/S0167-6687(99)00002-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper, we consider several types of stochastic annuities, for which an explicit expression of the distribution function is not available. We will construct a random variable with the same mean and which is larger in stop-loss order, for which the distribution function can easily be obtained. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：281 / 290

页数：10

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