Cai, Jun; Wei, Wei - In: Insurance: Mathematics and Economics 50 (2012) 1, pp. 57-63
model are positively dependent through the stochastic ordering (PDS). The PDS risks include independent, comonotonic … of the convex order for PDS random vectors, we show that in individualized reinsurance treaties, to minimize certain risk … measures of the retained loss of an insurer, the excess-of-loss treaty is the optimal reinsurance form for an insurer with PDS …