Stop-loss premiums under dependence

Author:

Albers Willem

Publisher

Elsevier BV

Subject

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

Reference10 articles.

1. Asymptotic expansions for the power of distribution free tests in the one-sample problem;Albers;The Annals of Statistics,1976

2. Beard, R.E., Pentikäinen, T., Pesonen, E., 1977. Risk Theory: The Stochastic Basis of Insurance, Chapman & Hall, London.

3. Dependency of risks and stop-loss order;Dhaene;ASTIN Bulletin,1996

4. On the dependency of risks in the individual life model;Dhaene;Insurance: Mathematics and Economics,1997

5. Feller, W., 1971. An Introduction to Probability Theory and Its Applications II, 2nd ed. Wiley, New York.

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