Impact of dependence among multiple claims in a single loss

DOI10.1016/S0167-6687(99)00054-2MaRDI QIDQ1584517zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

DependenceStochastic dominanceCollective risk model

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 1192470 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• Application of the problem of moments to derive bounds on integrals with integral constraints
• Fitting bivariate loss distributions with copulas
• On the dependency of risks in the individual life model
• Stochastic bounds on sums of dependent risks
• Stochastic ordering and dependence in applied probability
• Understanding Relationships Using Copulas

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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