Title: Supermodular ordering and stochastic annuities
Authors: Goovaerts, Marc
Dhaene, Jan
Issue Date: 1999
Publisher: K.U.Leuven - Departement Toegepaste Economische Wetenschappen
Series Title: DTEW Research Report 9906 pages:1-17
Abstract: In this paper, we consider several types of stochastic annuities, for which an explicit expression of the distribution function is not available. We will construct a random variable with the same mean and which is larger in stop-loss order, for which the distribution function can be easily obtained.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

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