Stop-loss order for portfolios of dependent risks

Insurance: Mathematics and Economics

Volumn 21, Issue 3, 1997, Pages 219-223

  Müller, Alfred ^a  

^a UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Dependent risks; Individual model of risk theory; Orthant order; Stop loss order; Supermodular order

Indexed keywords

EID: 0031574502     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00032-2     Document Type: Article

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