On the monotonicity of stop-loss premiums

Let $\text{Π}{}_{\mathrm{k}}\text{(t) = ∫}{}^{\mathrm{\propto }}{}_{\mathrm{t}}\text{(x?t)}\text{d}\text{P}{}^{\mathrm{1k}}\text{(x)}$, where P is a distribution with P(0)=0. Then $\text{Π}{}_{\mathrm{k}}\text{(t)}\text{k}$ is a non-decreasing function of k, and Π_k$\text{(kt)}\text{k}$ is a non-increasing function of k.