On inequalities for moments and the covariance of monotone functions

Insurance: Mathematics and Economics

Volumn 55, Issue 1, 2014, Pages 91-95

  Schmidt, Klaus D ^a  

^a DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Collective model; Comonotonicity; Correlation; Esscher premium; Reinsurance; Risk measures

Indexed keywords

EID: 84893422689     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2013.12.006     Document Type: Review

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