Optimal insurance under multiple sources of risk with positive dependence

DOI10.1016/j.insmatheco.2012.06.011zbMath1284.91253MaRDI QIDQ2445360

Leping Liu, Jianyu Zhang, ZhiYi Lu, LiLi Meng

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.06.011

zbMATH Keywords

positive dependence; expectation premium principle; uninsurable risks; deductible insurance; optimal insurance

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62P05: Applications of statistics to actuarial sciences and financial mathematics

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Cites Work

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