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 increasing functions. This framework unifies many existing studies and provides shortcuts to developing new results.

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Year of publication:	2018
Authors:	Wei, Wei
Published in:	Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 2, p. 1-12
Publisher:	Basel : MDPI
Subject:	arrangement increasing function \| majorization \| stochastic arrangement increasing \| stochastic orders \| optimal allocations

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.3390/risks6020049 [DOI] 1025530640 [GVK] hdl:10419/195841 [Handle]
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011996607