Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas |
scientific article; zbMATH DE number 6839498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas |
scientific article; zbMATH DE number 6839498 |
Statements
Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (English)
0 references
15 February 2018
0 references
Archimedean copula
0 references
log-convex
0 references
stochastic orders
0 references
upper tail permutation decreasing
0 references
zero-utility premium
0 references
0 references
0 references
0 references
0 references
0 references
0.8684225
0 references
0.8658018
0 references
0.86172146
0 references
0.85906696
0 references
0.85604304
0 references
0.8548888
0 references
0.8528764
0 references
0.85106003
0 references
0.84702384
0 references
0.84480184
0 references
