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arXiv · 1411.1609

On Stochastic Orders and its applications : Policy limits and Deductibles

Halim Zeghdoudi·Meriem Bouhadjar·Mohamed Riad Remita
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Abstract

This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance contracts and dependent portfolios increase risk. More precisely, we propose a new model for insurance risks while we give some properties. To this end, we obtain the ordering of the optimal allocation of policy limits and deductibles for this model.

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Halim Zeghdoudi, Meriem Bouhadjar, Mohamed Riad Remita. 2014-11-06. On Stochastic Orders and its applications : Policy limits and Deductibles. https://arxiv.org/abs/1411.1609

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