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Showing 1 results for Shur-Convex Function
Masoud Amiri, muhyiddin Izadi, baha-Eldin Khaledi,
Volume 14, Issue 1 (8-2020)
Abstract
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).
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