Comonotonicity, correlation order and premium principles
- 1 July 1998
- journal article
- Published by Elsevier BV in Insurance: Mathematics and Economics
- Vol. 22 (3), 235-242
- https://doi.org/10.1016/s0167-6687(97)00040-1
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Dependency of Risks and Stop-Loss OrderASTIN Bulletin, 1996
- Premium Calculation by Transforming the Layer Premium DensityASTIN Bulletin, 1996
- Orderings of risks: A comparative study via stop-loss transformsInsurance: Mathematics and Economics, 1996
- Insurance pricing and increased limits ratemaking by proportional hazards transformsInsurance: Mathematics and Economics, 1995
- The Dual Theory of Choice under RiskEconometrica, 1987
- On the impact of independence of risks on stop loss premiumsInsurance: Mathematics and Economics, 1986