Stochastic Dominance for Claim Spacings from Heterogeneous Insurance Portfolios

Published in Acta Mathematicae Applicatae Sinica (Under review), 2025

This paper investigates stochastic dominance properties for claim spacings derived from heterogeneous insurance portfolios.

Recommended citation: Pu, T., Yong, Y., Zhang, J., & Zhang, Y. (2025). "Stochastic dominance for claim spacings from heterogeneous insurance portfolios." Acta Mathematicae Applicatae Sinica (Under review).