Properties of Stochastic Arrangement Increasing and Their Applications in Allocation Problems

Properties of Stochastic Arrangement Increasing and Their Applications in Allocation Problems

There are extensive studies on the allocation problems in the field of insurance and finance. We observe that these studies, although involving different methodologies, share some inherent commonalities. In this paper, we develop a new framework for these studies with the tool of arrangement increas...

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Bibliographic Details
Main Author: Wei Wei
Format: Article
Language:English
Published: MDPI AG 2018-04-01
Series:Risks
Subjects:
arrangement increasing function
majorization
stochastic arrangement increasing
stochastic orders
optimal allocations
Online Access:http://www.mdpi.com/2227-9091/6/2/49

Internet

http://www.mdpi.com/2227-9091/6/2/49

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