Optimal allocation of policy limits and deductibles (Q2463571)
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scientific article; zbMATH DE number 5219810
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| English | Optimal allocation of policy limits and deductibles |
scientific article; zbMATH DE number 5219810 |
Statements
Optimal allocation of policy limits and deductibles (English)
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14 December 2007
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arrangement increasing functions
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stochastic order
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dependence structure
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comonotonicity
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0.8998274803161621
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0.8925419449806213
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0.8882238268852234
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0.8854455947875977
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0.8756545782089233
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