Does positive dependence between individual risks increase stop-loss premiums?

Insurance: Mathematics and Economics

Volumn 28, Issue 3, 2001, Pages 305-308

  Denuit, Michel ^a   Dhaene, Jan ^b   Ribas, Carmen ^c  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b KU   (Belgium)

^c UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Convex order; Dependence; Risk theory

Indexed keywords

EID: 0000681044     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00079-2     Document Type: Article

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