Criteria for the stochastic ordering of random sums, with actuarial applications

Scandinavian Actuarial Journal

Volumn 2002, Issue 1, 2002, Pages 3-16

  Denuit, Michel ^a   Genest, Christian ^a   Marceau, Étienne ^a  

^a NONE   (Canada)

Author keywords

Adjustment coefficient; Collective risk model; Comonotonicity; Concordance; Copulas; Lower orthant dependence; Positive quadrant dependence; Random sums; Supermodular ordering; Upper orthant dependence

Indexed keywords

EID: 0002201567     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230110106192     Document Type: Article

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