Measuring the impact of dependence between claims occurrences.
From MaRDI portal
Publication:1413295
DOI10.1016/S0167-6687(01)00088-9zbMath1033.62100MaRDI QIDQ1413295
Sergey Utev, Claude Lefèvre, Michel M. Denuit
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
\(s\)-Convex probabilistic orderings and metrics; Dependent claim occurrences; Individual risk model; Positive and negative association
60E15: Inequalities; stochastic orderings
62P05: Applications of statistics to actuarial sciences and financial mathematics
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