Optimal allocation of policy limits and deductibles

Author:

Cheung Ka Chun

Publisher

Elsevier BV

Subject

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

Reference14 articles.

1. Optimal portfolio problem with unknown dependency structure;Cheung;Insurance: Mathematics and Economics,2006

2. Actuarial Theory for Dependent Risks;Denuit,2005

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

4. Comonotonicity and maximal stop-loss premiums;Dhaene;Bulletin of the Swiss Association of Actuaries,2000

5. The concept of comonotonicity in actuarial science and finance: Theory;Dhaene;Insurance: Mathematics and Economics,2002

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2. Some New Results on Policy Limit Allocations;Journal of the Iranian Statistical Society;2021-06-01

3. Is a Refundable Deductible Insurance an advantage for the insured? a mathematical approach;PLOS ONE;2021-02-17

4. Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages;Communications in Statistics - Theory and Methods;2020-12-18

5. On coverage limits and deductibles for SAI loss severities;Annals of Operations Research;2020-08-24

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