Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300): Difference between revisions

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Latest revision as of 03:28, 15 July 2024

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Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
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    Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (English)
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    15 February 2018
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    Archimedean copula
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    log-convex
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    stochastic orders
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    upper tail permutation decreasing
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    zero-utility premium
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