Comonotonicity, correlation order and premium principles (Q1265937)

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Comonotonicity, correlation order and premium principles
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    Statements

    title
    Comonotonicity, correlation order and premium principles (English)
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    author
    Shaun S. Wang
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    Jan Dhaene
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    publication date
    8 April 1999
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    zbMATH Keywords
    correlation order
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    dependency
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    stop-loss premiums
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    comonotonicity
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    premium principles
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    Identifiers

    zbMATH DE Number
    1202777
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