On the distribution of the (un)bounded sum of random variables

Insurance: Mathematics and Economics

Volumn 48, Issue 1, 2011, Pages 56-63

  Cherubini, Umberto ^a   Mulinacci, Sabrina ^a   Romagnoli, Silvia ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Copula functions; Reinsurance; Sum of dependent random variables

Indexed keywords

EID: 78649938807     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2010.09.004     Document Type: Article

References (6)

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2. Denuit M., Genest C., Marceau É. Stochastic bounds on sums of dependent risks. Insurance: Mathematics and Economics 1999, 25:85-104.
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4. Makarov G.D. Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Theory of Probability and its Applications 1981, 26:803-806.
5. Moynihan R., Schweizer B., Sklar A. Inequalities among binary operations on probability distribution functions. General Inequalities 1978, 1:133-149.
6. Nelsen R. Introduction to Copulas 2006, Springer Verlag, Heidelberg.