Bayesian Neural Networks

Author(s): Herbert K. H. Lee1 University of California, Santa Cruz, Santa Cruz, California 1 Published: 2004 Print ISBN13: 9780898715637 eISBN: 9780898718423 DOI: 10.1137/1.9780898718423 Book Code: SA13 Series: ASA-SIAM Series on Statistics and Applied Probability Pages: x + 93

Convex Ordering for Insurance Preferences

In this article, we study two broad classes of convex order related optimal insurance decision problems, in which the objective function or the premium valuation is a general functional of the expectation, Value-at-Risk and Average Value-at-Risk of the loss variables.