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ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS |
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| Authors: | M J Goovaerts M Vandebroeck R Kaas |
| Institution: | Catholic University of Leuven Dekenstraat 2 B–3000 Leuven Belpium;University of Amsterdam Jodenbreestraat 23 NL–1011 NH Amsterdam The Netherlands |
| Abstract: | Abstract. Some invariance properties of net stop loss ordering of risks are examined and proved in the framework of weighted compound distributions. |
| Keywords: | ordering of risks compound distributions |