Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/195841 
Authors: 
Year of Publication: 
2018
Citation: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 6 [Issue:] 2 [Publisher:] MDPI [Place:] Basel [Year:] 2018 [Pages:] 1-12
Publisher: 
MDPI, Basel
Abstract: 
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.
Subjects: 
arrangement increasing function
majorization
stochastic arrangement increasing
stochastic orders
optimal allocations
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
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