Does positive dependence between individual risks increase stop-loss premiums?-Reference-Cited by-同舟云学术

Does positive dependence between individual risks increase stop-loss premiums?

Published:2001-06 Issue:3 Volume:28 Page:305-308
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Denuit Michel,Dhaene Jan,Ribas Carmen

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference14 articles.

1. On the distribution of a sum of correlated aggregate claims;Ambagaspitiya;Insurance: Mathematics and Economics,1998

2. The discrete-time risk model with correlated classes of business;Cossette;Insurance: Mathematics and Economics,2000

3. Denuit, M., Dhaene, J., Ribas, C., 1999a. Some positive dependence notions, with applications in actuarial sciences. Research Report 9942. Department of Applied Economics, KU Leuven.

4. A class of bivariate stochastic orderings with applications in actuarial sciences;Denuit;Insurance: Mathematics and Economics,1999

5. The safest dependence structure among risks;Dhaene;Insurance: Mathematics and Economics,1999

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