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Title
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Supermodular ordering and stochastic annuities
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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Insurance : mathematics and economics. - Amsterdam
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Publication
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Amsterdam
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1999
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ISSN
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0167-6687
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DOI
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10.1016/S0167-6687(99)00002-5
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Volume/pages
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24
:3
(1999)
, p. 281-290
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ISI
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000088110400009
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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