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

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+https://doi.org/10.1016/j.insmatheco.2005.09.003
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+W1998705614
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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 @@
+Normal rank
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+Q4230778
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+Q5609896
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+On two dependent individual risk models.
@@ Property / cites work: On two dependent individual risk models. / rank @@
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+Stochastic bounds on sums of dependent risks
@@ Property / cites work: Stochastic bounds on sums of dependent risks / rank @@
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+Does positive dependence between individual risks increase stop-loss premiums?
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+The safest dependence structure among risks.
@@ Property / cites work: The safest dependence structure among risks. / rank @@
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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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+Q2732679
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+Q3997294
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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
@@ Property / cites work: Fuzzy logic in insurance / rank @@
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+Publication:2507951