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Monotonicity results for portfolios with heterogeneous claims arrival processes

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  • Frostig, Esther
  • Denuit, Michel

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  • Frostig, Esther & Denuit, Michel, 2006. "Monotonicity results for portfolios with heterogeneous claims arrival processes," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 484-494, June.
    • Handle: RePEc:eee:insuma:v:38:y:2006:i:3:p:484-494
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    References listed on IDEAS

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    1. Ward Whitt, 1986. "Stochastic Comparisons for Non-Markov Processes," Mathematics of Operations Research, INFORMS, vol. 11(4), pages 608-618, November.
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    Cited by:

    1. Michel Denuit, 2009. "Life Anuities with Stochastic Survival Probabilities: A Review," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 463-489, September.
    2. Frostig, Esther & Zaks, Yaniv & Levikson, Benny, 2007. "Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure," Insurance: Mathematics and Economics, Elsevier, vol. 40(3), pages 459-467, May.

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