Impact of dependence among multiple claims in a single loss

DOI10.1016/S0167-6687(99)00054-2zbMATH Open1103.91357OpenAlexW2104303707MaRDI QIDQ1584517FDOQ1584517

Authors: Hélène Cossette, Michel Denuit, É. Marceau 

Publication date: 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00054-2

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zbMATH Keywords

DependenceStochastic dominanceCollective risk model

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Understanding Relationships Using Copulas
• Fitting bivariate loss distributions with copulas
• Stochastic bounds on sums of dependent risks
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• Title not available (Why is that?)
• On the dependency of risks in the individual life model
• Stochastic ordering and dependence in applied probability
• Application of the problem of moments to derive bounds on integrals with integral constraints
• Title not available (Why is that?)

Cited In (4)

• Simple risk measure calculations for sums of positive random variables
• The concept of comonotonicity in actuarial science and finance: theory.
• Collective risk models with dependence
• Measuring the impact of dependence between claims occurrences.

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