Correlation order, merging and diversification-Reference-Cited by-同舟云学术

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Correlation order, merging and diversification

Published:2009-12 Issue:3 Volume:45 Page:325-332
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dhaene Jan,Denuit Michel,Vanduffel Steven

Publisher

Elsevier BV

Subject

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

Reference15 articles.

1. Diversification of aggregate dependent risks;Alink;Insurance: Mathematics & Economics,2005

2. Diversification for general copula dependence;Alink;Statistica Neerlandica,2007

3. Actuarial Theory for Dependent Risk: Measures, Orders and Models;Denuit,2005

4. The economics of insurance: a review and some recent developments;Denuit;Mitteilungen der Schweiz. Aktuarvereinigung,1999

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

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