On two dependent individual risk models. (Q1413306): Difference between revisions

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+MaRDI publication profile
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+Modeling and Comparing Dependencies in Multivariate Risk Portfolios
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+Improved approximations for the aggregate claims distribution of a life insurance portfolio
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+Stochastic bounds on sums of dependent risks
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+On a class of approximative computation methods in the individual risk model
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+On the dependency of risks in the individual life model
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+Recursions for the individual model
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+Understanding Relationships Using Copulas
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+The compound Poisson approximation for a portfolio of dependent risks
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+Stop-loss order for portfolios of dependent risks
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+An introduction to copulas. Properties and applications
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+Comonotonicity, correlation order and premium principles
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