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Amiri M, Izadi M, Khaledi B. Optimal Allocation of Policy Layers for Exponential Risks. JIRSS. 2018; 17 (2)
URL: http://jirss.irstat.ir/article-1-474-fa.html
URL: http://jirss.irstat.ir/article-1-474-fa.html
Optimal Allocation of Policy Layers for Exponential Risks. پژوهشنامه انجمن آمار ایران. 1397; 17 (2)
چکیده: (427 مشاهده)
In this paper, we study the problem of optimal allocation of insurance layers for a portfolio of i.i.d exponential risks. Using the first stochastic dominance criterion, we obtain an optimal allocation for the total retain risks faced by a policyholder. This result partially generalizes the known result in the literature for deductible as well as policy limit coverages.
نوع مطالعه: Original Paper |
موضوع مقاله:
62Axx: Foundations
دریافت: ۱۳۹۶/۷/۱۷ | پذیرش: ۱۳۹۶/۱۲/۱۰ | انتشار: ۱۳۹۶/۱۲/۱۰
دریافت: ۱۳۹۶/۷/۱۷ | پذیرش: ۱۳۹۶/۱۲/۱۰ | انتشار: ۱۳۹۶/۱۲/۱۰
