DISTORTED STOCHASTIC DOMINANCE FOR TWO LOSS PORTFOLIOS BY GLUEVAR RISK MEASURE
Loss portfolio selection is one of the main issues for risk managers in insurance. A straightforward technique for deciding the preferred loss portfolio is by utilizing stochastic dominance. Stochastic dominance can employ distortion function as a preference in loss portofolio selection. This met...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/74672 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |