Comonotonicity, correlation order and premium principles

Insurance: Mathematics and Economics

Volumn 22, Issue 3, 1998, Pages 235-242

  Wang, Shaun ^b   Dhaene, Jan ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b NONE

Author keywords

Comonotonicity; Correlation order; Dependency; Premium principle; Stop loss premium

Indexed keywords

EID: 0012798015     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00040-1     Document Type: Article

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