Optimal insurance under multiple sources of risk with positive dependence
From MaRDI portal
Publication:2445360
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
positive dependence; expectation premium principle; uninsurable risks; deductible insurance; optimal insurance
60E15: Inequalities; stochastic orderings
62P05: Applications of statistics to actuarial sciences and financial mathematics
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