The safest dependence structure among risks

Insurance: Mathematics and Economics

Volumn 25, Issue 1, 1999, Pages 11-21

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

^a GHENT UNIVERSITY   (Belgium)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Comonotonicity; Fr chet bounds; Fr chet spaces; Mutual exclusivity; Stop loss order; Supermodular order

Indexed keywords

EID: 0001817548     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00009-8     Document Type: Article

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