Measuring the impact of dependence between claims occurrences

Insurance: Mathematics and Economics

Volumn 30, Issue 1, 2002, Pages 1-19

  Denuit, Michel ^a   Lefèvre, Claude ^b   Utev, Sergey ^c  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Dependent claim occurrences; Individual risk model; Positive and negative association; s convex probabilistic orderings and metrics

Indexed keywords

EID: 0036196226     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00088-9     Document Type: Article

References (30)

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