Preservation of multivariate dependence under multivariate claim models

Insurance: Mathematics and Economics

Volumn 25, Issue 2, 1999, Pages 171-179

  Hu, Taizhong ^a   Pan, Xiaoming ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

60E15; 60K10; Bankruptcy; Birth processes; Conditionally increasing in sequence; MTP2; Multivariate claim models; Negatively association; Positively association; Supermodular dependence ordering

Indexed keywords

EID: 0000054607     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00032-3     Document Type: Article

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