Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951): Difference between revisions

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-.1016/j.insmatheco.2005.09.003
@@ Property / DOI: 10.1016/j.insmatheco.2005.09.003 / rank @@
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+Stop-loss premiums under dependence
@@ Property / cites work: Stop-loss premiums under dependence / rank @@
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+Q4789802
@@ Property / cites work: Q4789802 / rank @@
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+Q4230778
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+Q5609896
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+On two dependent individual risk models.
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+Stochastic bounds on sums of dependent risks
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+Does positive dependence between individual risks increase stop-loss premiums?
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+The safest dependence structure among risks.
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
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+On some generalized farlie-gumbel-morgenstern distributions
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+Fuzzy mathematical programming. Methods and applications
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+Fuzzy logic in insurance
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2005.09.003
@@ Property / DOI: 10.1016/J.INSMATHECO.2005.09.003 / rank @@
+Normal rank