Stochastic comparisons for allocations of policy limits and deductibles with applications

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

Natural Sciences, Mathematics, Optimization +14

Comparison Methods for Stochastic Models and Risks

Mark Anthony McComb · Technometrics · 2003 · 1.3K citations

Business, Risk Management, Risk Analysis +9

Log-concave probability and its applications

Mark Bagnoli, Ted Bergstrom · Economic Theory · 2004 · 1.1K citations

Natural Sciences, Mathematics, Optimization +9

Ordering of actuarial risks

R. Kaas, AE Van Heerwaarden, Marc Goovaerts · UvA-DARE (University of Amsterdam) · 1994 · 185 citations

Business, Risk Management, Actuarial Science +7

Peakedness of Distributions of Convex Combinations

Frank Proschan · The Annals of Mathematical Statistics · 1965 · 99 citations · Full text

Natural Sciences, Mathematics, Probability Theory +7