标题： 基于尾部风险值的新随机比较 显示英文标题

标题： New stochastic comparisons based on tail values at risk

摘要： 本文提供了一种新的标准，用于比较在停止损失合同或带有免赔额的合同中出现的条件索赔。这些随机比较基于尾部风险价值（也称为条件尾期望），仅针对固定水平以及超过该水平的情况。特别是，我们解释了比较这些量的兴趣，研究了一些保持性质，并且还提供了对其研究的充分条件。最后，我们通过一些例子来说明其有用性。 显示英文摘要

摘要： In this paper we provide a new criterion for the comparison of claims, when we have conditional claims arising in stop loss contracts or contracts with franchise deductible. These stochastic comparisons are made on the basis of the Tail Value at Risk (also known as conditional tail expectation), just for a fixed level and beyond. In particular, we explain the interest of comparing these quantities, study some preservation properties and, in addition, we provide sufficient conditions for its study. Finally we illustrate its usefulness with some examples.