Does positive dependence between individual risks increase stop-loss premiums? (Q1413265): Difference between revisions

@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
-Normal rank
@@ Property / author @@
-Jan Dhaene
@@ Property / author: Jan Dhaene / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / author @@
+Jan Dhaene
@@ Property / author: Jan Dhaene / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+On the distribution of a sum of correlated aggregate claims
+Normal rank
@@ Property / cites work @@
+The discrete-time risk model with correlated classes of business
+Normal rank
@@ Property / cites work @@
+A class of bivariate stochastic orderings, with applications in actuarial sciences
+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 @@
+Q3562647
@@ Property / cites work: Q3562647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Upper and lower bounds for sums of random variables
+Normal rank
@@ Property / cites work @@
+Q4713983
@@ Property / cites work: Q4713983 / rank @@
+Normal rank
@@ Property / cites work @@
+An easy computable upper bound for the price of an arithmetic Asian option
+Normal rank
@@ Property / cites work @@
+Convex upper and lower bounds for present value functions
+Normal rank
@@ Property / cites work @@
+Comonotonicity, correlation order and premium principles
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(00)00079-2
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@@ Property / OpenAlex ID @@
+W2055542463
@@ Property / OpenAlex ID: W2055542463 / rank @@
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@@ Property / Wikidata QID @@
+Q127237908
@@ Property / Wikidata QID: Q127237908 / rank @@
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