Optimal reinsurance with positively dependent risks
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Publication:2427807
DOI10.1016/j.insmatheco.2011.10.006zbMath1239.91075OpenAlexW2036740133MaRDI QIDQ2427807
Publication date: 18 April 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.10.006
positive dependenceoptimal reinsuranceconvex orderdependent riskpositive dependence through stochastic orderingindividualized reinsurance treatystochastic increase
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Uses Software
Cites Work
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- Some Concepts of Dependence
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