Ordering optimal deductible allocations for stochastic arrangement increasing risks
The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independ...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Li, Chen [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2017transfer abstract |
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| Schlagwörter: |
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| Umfang: |
10 |
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| Übergeordnetes Werk: |
Enthalten in: Type V secretion: From biogenesis to biotechnology - van Ulsen, Peter ELSEVIER, 2014transfer abstract, mathematics and economics, Amsterdam |
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| Übergeordnetes Werk: |
volume:73 ; year:2017 ; pages:31-40 ; extent:10 |
| Links: |
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| DOI / URN: |
10.1016/j.insmatheco.2017.01.002 |
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| 520 | |a The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. | ||
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10.1016/j.insmatheco.2017.01.002 doi GBVA2017004000006.pica (DE-627)ELV040294544 (ELSEVIER)S0167-6687(16)30331-6 DE-627 ger DE-627 rakwb eng 330 510 330 DNB 510 DNB 570 VZ 004 VZ 50.32 bkl 50.16 bkl Li, Chen verfasserin aut Ordering optimal deductible allocations for stochastic arrangement increasing risks 2017transfer abstract 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. Comonotone Elsevier Occurrence frequency Elsevier Stochastic order Elsevier Mean residual lifetime order Elsevier Conditionally upper orthant arrangement increasing Elsevier Li, Xiaohu oth Enthalten in North Holland Publ. Co van Ulsen, Peter ELSEVIER Type V secretion: From biogenesis to biotechnology 2014transfer abstract mathematics and economics Amsterdam (DE-627)ELV022536558 volume:73 year:2017 pages:31-40 extent:10 https://doi.org/10.1016/j.insmatheco.2017.01.002 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 50.32 Dynamik Schwingungslehre Technische Mechanik VZ 50.16 Technische Zuverlässigkeit Instandhaltung VZ AR 73 2017 31-40 10 045F 330 |
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10.1016/j.insmatheco.2017.01.002 doi GBVA2017004000006.pica (DE-627)ELV040294544 (ELSEVIER)S0167-6687(16)30331-6 DE-627 ger DE-627 rakwb eng 330 510 330 DNB 510 DNB 570 VZ 004 VZ 50.32 bkl 50.16 bkl Li, Chen verfasserin aut Ordering optimal deductible allocations for stochastic arrangement increasing risks 2017transfer abstract 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. Comonotone Elsevier Occurrence frequency Elsevier Stochastic order Elsevier Mean residual lifetime order Elsevier Conditionally upper orthant arrangement increasing Elsevier Li, Xiaohu oth Enthalten in North Holland Publ. Co van Ulsen, Peter ELSEVIER Type V secretion: From biogenesis to biotechnology 2014transfer abstract mathematics and economics Amsterdam (DE-627)ELV022536558 volume:73 year:2017 pages:31-40 extent:10 https://doi.org/10.1016/j.insmatheco.2017.01.002 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 50.32 Dynamik Schwingungslehre Technische Mechanik VZ 50.16 Technische Zuverlässigkeit Instandhaltung VZ AR 73 2017 31-40 10 045F 330 |
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10.1016/j.insmatheco.2017.01.002 doi GBVA2017004000006.pica (DE-627)ELV040294544 (ELSEVIER)S0167-6687(16)30331-6 DE-627 ger DE-627 rakwb eng 330 510 330 DNB 510 DNB 570 VZ 004 VZ 50.32 bkl 50.16 bkl Li, Chen verfasserin aut Ordering optimal deductible allocations for stochastic arrangement increasing risks 2017transfer abstract 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. Comonotone Elsevier Occurrence frequency Elsevier Stochastic order Elsevier Mean residual lifetime order Elsevier Conditionally upper orthant arrangement increasing Elsevier Li, Xiaohu oth Enthalten in North Holland Publ. Co van Ulsen, Peter ELSEVIER Type V secretion: From biogenesis to biotechnology 2014transfer abstract mathematics and economics Amsterdam (DE-627)ELV022536558 volume:73 year:2017 pages:31-40 extent:10 https://doi.org/10.1016/j.insmatheco.2017.01.002 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 50.32 Dynamik Schwingungslehre Technische Mechanik VZ 50.16 Technische Zuverlässigkeit Instandhaltung VZ AR 73 2017 31-40 10 045F 330 |
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10.1016/j.insmatheco.2017.01.002 doi GBVA2017004000006.pica (DE-627)ELV040294544 (ELSEVIER)S0167-6687(16)30331-6 DE-627 ger DE-627 rakwb eng 330 510 330 DNB 510 DNB 570 VZ 004 VZ 50.32 bkl 50.16 bkl Li, Chen verfasserin aut Ordering optimal deductible allocations for stochastic arrangement increasing risks 2017transfer abstract 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. Comonotone Elsevier Occurrence frequency Elsevier Stochastic order Elsevier Mean residual lifetime order Elsevier Conditionally upper orthant arrangement increasing Elsevier Li, Xiaohu oth Enthalten in North Holland Publ. Co van Ulsen, Peter ELSEVIER Type V secretion: From biogenesis to biotechnology 2014transfer abstract mathematics and economics Amsterdam (DE-627)ELV022536558 volume:73 year:2017 pages:31-40 extent:10 https://doi.org/10.1016/j.insmatheco.2017.01.002 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 50.32 Dynamik Schwingungslehre Technische Mechanik VZ 50.16 Technische Zuverlässigkeit Instandhaltung VZ AR 73 2017 31-40 10 045F 330 |
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Ordering optimal deductible allocations for stochastic arrangement increasing risks |
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Ordering optimal deductible allocations for stochastic arrangement increasing risks |
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Type V secretion: From biogenesis to biotechnology |
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ordering optimal deductible allocations for stochastic arrangement increasing risks |
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Ordering optimal deductible allocations for stochastic arrangement increasing risks |
| abstract |
The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. |
| abstractGer |
The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. |
| abstract_unstemmed |
The insurer usually solicits the insured through granting a certain amount of deductible to multiple risks according to his/her own will. Due to the nonlinear nature of the concerned optimization problem, in the literature on the optimal allocations of deductibles researchers usually assume independence or comonotonicity among concerned risks and ignore the impact due to frequency. In this study we build two sufficient conditions for the decreasing optimal allocation of deductibles, relaxing the stochastic arrangement increasing or right tail weakly stochastic arrangement increasing discount factors in Cai and Wei (2014, Theorems 6.3 and 6.6) to the conditionally upper orthant arrangement increasing or weak conditionally upper orthant arrangement increasing frequencies. |
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Ordering optimal deductible allocations for stochastic arrangement increasing risks |
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