Title
Supermodular ordering and stochastic annuities Supermodular ordering and stochastic annuities
Author
Publication type
article
Publication
Amsterdam ,
Subject
Sociology
Economics
Mathematics
Source (journal)
Insurance: mathematics and economics. - Amsterdam
Volume/pages
24(1999) :3 , p. 281-290
ISSN
0167-6687
ISI
000088110400009
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
In this paper, we consider several types of stochastic annuities, for which an explicit expression of the distribution function is not available. We will construct a random variable with the same mean and which is larger in stop-loss order, for which the distribution function can easily be obtained. (C) 1999 Elsevier Science B.V. All rights reserved.
E-info
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