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Worst Allocations of Policy Layers for Independent and Identically Distributed Exponential Risks
Masoud Amiri , ‎Muhyiddin Izadi, ‎Baha-Eldin Khaledi
Abstract:   (326 Views)

In this paper, the worst allocation of deductibles  and limits in layer policies are discussed from the viewpoint  of the insurer. It is shown that if n independent and identically distributed exponential risks are covered by the layer policies and  the policy limits are equal, then the worst allocation of deductibles from the viewpoint of the insurer is (d‎, ‎0‎, ‎..., ‎0)‎.

Keywords: Majorization, Shur-Convex Function, Policy Deductible, Policy Limit, Usual Stochastic Order.
Full-Text [PDF 5264 kb]   (85 Downloads)    
Type of Study: Research | Subject: Applied Statistics
Received: 2018/05/9 | Accepted: 2019/07/8
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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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