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  • Stochastic Ordering of Reinsurance Structures
    Rothschild- Stiglitz second-order stochastic dominance (R-S SSD) with equal means as pioneered by Rothschild and ... frequency and independent of x. S denotes the corresponding aggregate loss and S = ∑N i=1 xi, where i is the ...

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    • Authors: Hou-Wen Jeng
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Risk measurement - Finance & Investments