Measuring the impact of dependence between claims occurrences. (Q1413295): Difference between revisions

@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
-Normal rank
@@ Property / author @@
-Claude Lefèvre
@@ Property / author: Claude Lefèvre / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / author @@
+Claude Lefèvre
@@ Property / author: Claude Lefèvre / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002919
@@ Property / cites work: Q4002919 / rank @@
+Normal rank
@@ Property / cites work @@
+A bound for the distribution of the sum of discrete associated or negatively associated random variables.
+Normal rank
@@ Property / cites work @@
+Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
+Normal rank
@@ Property / cites work @@
+The s-convex orders among real random variables, with applications
+Normal rank
@@ Property / cites work @@
+Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid
+Normal rank
@@ Property / cites work @@
+Does positive dependence between individual risks increase stop-loss premiums?
+Normal rank
@@ Property / cites work @@
+The safest dependence structure among risks.
@@ Property / cites work: The safest dependence structure among risks. / rank @@
+Normal rank
@@ Property / cites work @@
+On the dependency of risks in the individual life model
+Normal rank
@@ Property / cites work @@
+Association of Random Variables, with Applications
+Normal rank
@@ Property / cites work @@
+Compound Poisson approximations for individual models with dependent risks.
+Normal rank
@@ Property / cites work @@
+Error bounds for the compound Poisson approximation
+Normal rank
@@ Property / cites work @@
+The compound Poisson approximation for a portfolio of dependent risks
+Normal rank
@@ Property / cites work @@
+On dependence of risks and stop-loss premiums
@@ Property / cites work: On dependence of risks and stop-loss premiums / rank @@
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+On a probability bound of Marshall and Olkin
@@ Property / cites work: On a probability bound of Marshall and Olkin / rank @@
+Normal rank
@@ Property / cites work @@
+How to (and how not to) compute stop-loss premiums in practice
+Normal rank
@@ Property / cites work @@
+Ordering claim size distributions and mixed Poisson probabilities
+Normal rank
@@ Property / cites work @@
+Comparing sums of exchangeable Bernoulli random variables
+Normal rank
@@ Property / cites work @@
+Mixed Poisson approximation in the collective epidemic model
+Normal rank
@@ Property / cites work @@
+On order-preserving properties of probability metrics
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+On two dependent individual risk models.
@@ Property / cites work: On two dependent individual risk models. / rank @@
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of sums by compound Poisson distributions with respect to stop-loss distances
+Normal rank
@@ Property / cites work @@
+Decomposing catastrophic risk
@@ Property / cites work: Decomposing catastrophic risk / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison theorem on moment inequalities between negatively associated and independent random variables
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1413295