On dependence of risks and stop-loss premiums

DOI10.1016/S0167-6687(99)00007-4zbMath0945.62109MaRDI QIDQ1302136

Taizhong Hu, Zhiqiang Wu

Publication date: 12 October 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

stop-loss premiumdependent risksFrechet boundssuperadditive dependence ordering

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Supermodular stochastic orders and positive dependence of random vectors
• On the dependency of risks in the individual life model
• Stop-loss order for portfolios of dependent risks
• Multivariate concordance
• The Dual Theory of Choice under Risk
• An Inequality for Rearrangements
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