On the impact of independence of risks on stop loss premiums
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Publication:1078965
DOI10.1016/0167-6687(86)90032-6zbMath0596.62111OpenAlexW1981438547WikidataQ86371721 ScholiaQ86371721MaRDI QIDQ1078965
Publication date: 1986
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(86)90032-6
Related Items (14)
On the dependency of risks in the individual life model ⋮ The concept of comonotonicity in actuarial science and finance: theory. ⋮ The hurdle-race problem. ⋮ The safest dependence structure among risks. ⋮ Stochastic bounds on sums of dependent risks ⋮ Comonotonic convex upper bound and majorization ⋮ Empirical investigation of insurance claim dependencies using mixture models ⋮ Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums ⋮ On the correlation order ⋮ Claim dependence with common effects in credibility models ⋮ Extremal dependence concepts ⋮ Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes ⋮ Comonotonicity, correlation order and premium principles ⋮ A class of bivariate stochastic orderings, with applications in actuarial sciences
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