Some problems in actuarial finance involving sums of dependent risks

Statistica Neerlandica

Volumn 56, Issue 3, 2002, Pages 253-269

  Goovaerts, M J ^a   Kaas, Rob ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Actuarial Science; Asian Options; Cash flows; Comonotonicity; Convex order; Fr chet bounds; Present values; Stochastic annuities; Stop loss order; Sums of dependent random variables

Indexed keywords

EID: 0035982953     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.03600     Document Type: Article

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