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Volumn 19, Issue 3, 1997, Pages 243-253

On the dependency of risks in the individual life model

Author keywords

(In)dependent risks; Individual life model; Stop loss premiums

Indexed keywords


EID: 0031138591     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(96)00015-7     Document Type: Article
Times cited : (66)

References (13)
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    • (1949) Journal of the Institute of Actuaries , vol.75 , pp. 75-86
    • Beard, R.E.1    Perks, W.2
  • 2
    • 0010785047 scopus 로고
    • The bounds of bivariate distributions that limit the value of last-survivor annuities
    • with discussion
    • Carriere, J.F. and L.K. Chan (1986). The bounds of bivariate distributions that limit the value of last-survivor annuities. Transaction of the Society of Actuaries XXXVIII, 51-74. (with discussion).
    • (1986) Transaction of the Society of Actuaries , vol.38 , pp. 51-74
    • Carriere, J.F.1    Chan, L.K.2
  • 3
    • 85011519651 scopus 로고    scopus 로고
    • Dependency of risks and stop-loss order
    • Dhaene, J. and M.J. Goovaerts (1996). Dependency of risks and stop-loss order. ASTIN Bulletin 26(2), 201-212.
    • (1996) ASTIN Bulletin , vol.26 , Issue.2 , pp. 201-212
    • Dhaene, J.1    Goovaerts, M.J.2
  • 4
    • 51249181463 scopus 로고
    • Einige anmerkungen zur ruckversicherung von kumulrisiken nach dem "verfahren strickler"
    • Feilmeier, M. and G. Segerer (1980). Einige Anmerkungen zur Ruckversicherung von Kumulrisiken nach dem "Verfahren Strickler", Blatter der DGVM 1980, 611-630.
    • (1980) Blatter der DGVM , vol.1980 , pp. 611-630
    • Feilmeier, M.1    Segerer, G.2
  • 6
    • 0003340524 scopus 로고
    • An introduction to mathematical risk theory
    • Wharton School, Philadelphia
    • Gerber, H.U. (1979). An introduction to mathematical risk theory. Huebner Foundation Monograph no. 8, Wharton School, Philadelphia.
    • (1979) Huebner Foundation Monograph , vol.8
    • Gerber, H.U.1
  • 8
    • 38249041097 scopus 로고
    • On the impact of independence of risks on stop-loss premiums
    • Heilmann, W.-R. (1986). On the impact of independence of risks on stop-loss premiums. Insurance: Mathematics and Economics 5, 197-199.
    • (1986) Insurance: Mathematics and Economics , vol.5 , pp. 197-199
    • Heilmann, W.-R.1
  • 9
    • 0346768119 scopus 로고
    • How to (and how not to) compute stop-loss premiums in practice
    • Kaas, R. (1993). How to (and how not to) compute stop-loss premiums in practice. Insurance: Mathematics and Economics 13, 241-254.
    • (1993) Insurance: Mathematics and Economics , vol.13 , pp. 241-254
    • Kaas, R.1
  • 10
    • 0010847435 scopus 로고
    • Ein modell zur tarifierung von kumulschadenexzedenten-vertragen in der unfallversicherung
    • Kremer, E. (1983). Ein Modell zur Tarifierung von Kumulschadenexzedenten-Vertragen in der Unfallversicherung, Mitteilungen der schweiz Vereinigung der Versicherungsmathematiker 1983, 53-61.
    • (1983) Mitteilungen der Schweiz Vereinigung der Versicherungsmathematiker , vol.1983 , pp. 53-61
    • Kremer, E.1
  • 12
    • 0002998662 scopus 로고
    • A probability distribution of deaths at age x when policies are counted instead of lives
    • Seal, H.L. (1947). A probability distribution of deaths at age x when policies are counted instead of lives. Skand. Aktuar Tidskr. 1947, 18-43.
    • (1947) Skand. Aktuar Tidskr. , vol.1947 , pp. 18-43
    • Seal, H.L.1
  • 13
    • 84897882409 scopus 로고
    • Ruckversicherung des kumulrisikos in der lebensversicherung
    • Strickler, P. (1960). Ruckversicherung des Kumulrisikos in der Lebensversicherung. Transactions of the XVIth 1CA. Vol. 1, 666-679.
    • (1960) Transactions of the XVIth 1CA , vol.1 , pp. 666-679
    • Strickler, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.