Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas |
scientific article |
Statements
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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