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On the nth stop-loss transform order of ruin probability

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  • Cheng, Yu
  • Pai, Jeffrey S.

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  • Cheng, Yu & Pai, Jeffrey S., 2003. "On the nth stop-loss transform order of ruin probability," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 51-60, February.
    • Handle: RePEc:eee:insuma:v:32:y:2003:i:1:p:51-60
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    References listed on IDEAS

    as
    1. Kaas, R. & Hesselager, O., 1995. "Ordering claim size distributions and mixed Poisson probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 193-201, October.
    2. Bühlmann, H. & Gagliardi, B. & Gerber, H. U. & Straub, E., 1977. "Some Inequalities for Stop-Loss Premiums," ASTIN Bulletin, Cambridge University Press, vol. 9(1-2), pages 75-83, January.
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    Cited by:

    1. Lazaros Kanellopoulos, 2023. "Some Stochastic Orders over an Interval with Applications," Risks, MDPI, vol. 11(9), pages 1-14, September.
    2. Lefèvre, Claude & Loisel, Stéphane, 2010. "Stationary-excess operator and convex stochastic orders," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 64-75, August.
    3. Lefèvre, Claude & Trufin, Julien & Zuyderhoff, Pierre, 2017. "Some comparison results for finite-time ruin probabilities in the classical risk model," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 143-149.
    4. S. M. Sunoj & N. Vipin, 2019. "Some properties of conditional partial moments in the context of stochastic modelling," Statistical Papers, Springer, vol. 60(6), pages 1971-1999, December.
    5. Tsai, Cary Chi-Liang, 2006. "On the stop-loss transform and order for the surplus process perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 151-170, August.

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