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Volumn 24, Issue 3, 1999, Pages 323-332

On dependence of risks and stop-loss premiums

Author keywords

Dependent risks; Fr chet bounds; Stop loss premium; Superadditive dependence ordering

Indexed keywords


EID: 0000447771     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00007-4     Document Type: Article
Times cited : (33)

References (14)
  • 1
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    • Dependency of risks and stop-loss order
    • Dhaene J., Goovaerts M.J. Dependency of risks and stop-loss order. ASTIN Bulletin. 26:1996;201-212.
    • (1996) ASTIN Bulletin , vol.26 , pp. 201-212
    • Dhaene, J.1    Goovaerts, M.J.2
  • 4
    • 0003340524 scopus 로고
    • An introduction to mathematical risk theory
    • Wharton School, Philadelphia
    • Gerber, H.U., 1979. An introduction to mathematical risk theory. Huebner Foundation Monograph no. 8. Wharton School, Philadelphia.
    • (1979) Huebner Foundation Monograph , vol.8
    • Gerber, H.U.1
  • 8
    • 0001107158 scopus 로고
    • On the FKG-inequalities for measures on a partially ordered space.
    • Kemperman J.H.B. On the FKG-inequalities for measures on a partially ordered space. Proc. Akad. Wetenschappen. Ser. A. 80:1977;313-331.
    • (1977) Proc. Akad. Wetenschappen. Ser. a , vol.80 , pp. 313-331
    • Kemperman, J.H.B.1
  • 9
    • 0000413370 scopus 로고
    • An inequality for rearrangements
    • Lorentz G.C. An inequality for rearrangements. Amer. Math. Monthly. 60:1953;176-179.
    • (1953) Amer. Math. Monthly , vol.60 , pp. 176-179
    • Lorentz, G.C.1
  • 11
    • 0031574502 scopus 로고    scopus 로고
    • Stop-loss order for portfolios of dependent risks
    • Müller, A. Stop-loss order for portfolios of dependent risks. Insurance: Mathematics and Economics. 21:1997;219-223.
    • (1997) Insurance: Mathematics and Economics , vol.21 , pp. 219-223
    • Müller, A.1
  • 12
    • 0002949510 scopus 로고    scopus 로고
    • Supermodular stochastic orders and positive dependence of random vectors
    • Shaked M., Shanthikumar J.G. Supermodular stochastic orders and positive dependence of random vectors. Journal of Multivariate Analysis. 61:1997;86-101.
    • (1997) Journal of Multivariate Analysis , vol.61 , pp. 86-101
    • Shaked, M.1    Shanthikumar, J.G.2
  • 13
    • 85011528623 scopus 로고    scopus 로고
    • Premium calculation by transforming the layer premium density
    • Wang S.S. Premium calculation by transforming the layer premium density. ASTIN Bulletin. 26:1996;71-92.
    • (1996) ASTIN Bulletin , vol.26 , pp. 71-92
    • Wang, S.S.1
  • 14
    • 0002569928 scopus 로고
    • The dual theory of choice under risks
    • Yaari M.E. The dual theory of choice under risks. Econometrica. 55:1987;95-115.
    • (1987) Econometrica , vol.55 , pp. 95-115
    • Yaari, M.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.