The safest dependence structure among risks-Reference-Cited by-同舟云学术

The safest dependence structure among risks

Published:1999-09 Issue:1 Volume:25 Page:11-21
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dhaene Jan,Denuit Michel

Publisher

Elsevier BV

Subject

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

Reference18 articles.

1. Modeling and comparing dependencies in multivariate risk portfolios;Bäuerle;ASTIN Bulletin,1998

2. Bowers, N.L., Gerber, H.U., Hickman, J.C., Jones, O.A., Nesbitt, C.J., 1996. Actuarial Mathematics. Society of Actuaries, Itasca, IL.

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. Dhaene, J., Vanneste, M., Wolthuis, H., 1997. A note on dependencies in multiple life statuses. Research Report, Departement Toegepaste Economische Wetenschappen, K.U. Leuven.

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