Variability of total claim amounts under dependence between claims severity and number of events

Author:

Belzunce Félix,Ortega Eva-María,Pellerey Franco,Ruiz José M.

Publisher

Elsevier BV

Subject

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

Reference25 articles.

1. Inequalites for stochastic models via supermodular orderings;Bäuerle;Communications in Statistics-Stochastic Models,1997

2. Monotonicity results for MR/GI/1 queues;Bäuerle;Journal of Applied Probability,1997

3. Modeling and comparing dependencies in multivariate risk portfolios;Bäuerle;Astin Bulletin,1998

4. Comparison results for Markov modulated recursive models;Bäuerle;Probability in the Engineering and Informational Sciences,1997

5. Preservation of association in multivariate shock and claim models;Belzunce;Operations Research Letters,2002

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