On Stochastic Orders and its applications : Policy limits and Deductibles

Abstract

This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance contracts and dependent portfolios increase risk. More precisely, we propose a new model for insurance risks while we give some properties. To this end, we obtain the ordering of the optimal allocation of policy limits and deductibles for this model.

This paper has been withdrawn by the author due to a crucial sign errors in typing and mathematical formulas