On Optimal Layer Coverages for SAI and RWSAI Risks
Publish Year: 1398
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:
ICNS04_002
تاریخ نمایه سازی: 8 تیر 1398
Abstract:
In this paper, we consider a policyholder is facing by the n risks which each risk insured under the insurance layer coverage. Using the notions of stochastic orderings, when the portfolio of risks is stochastically arrangement increasing or right tail stochastically arrangement increasing, we study the optimal allocation of the policy limits when the deductibles are equal
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Authors
Masoud Amiri
Department of Statistics, Razi University, Kermanshah, Iran.
Muhyiddin Izadi
Department of Statistics, Razi University, Kermanshah, Iran.