Stochastic bounds on sums of dependent risks

Insurance: Mathematics and Economics

Volumn 25, Issue 1, 1999, Pages 85-104

  Denuit, M ^a   Genest, C ^b   Marceau, É ^b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b UNIVERSITÉ LAVAL   (Canada)

Author keywords

Dependency bound; Dependent risks; IM11; IM12; IM30; Reinsurance; Stochastic dominance; Stop loss order

Indexed keywords

EID: 0002595047     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00027-X     Document Type: Article

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