On two dependent individual risk models.

DOI10.1016/S0167-6687(02)00094-XzbMath1055.91044OpenAlexW2030880494WikidataQ127977033 ScholiaQ127977033MaRDI QIDQ1413306

Jacques Rioux, Patrice Gaillardetz, Hélène Cossette, Étienne Marceau

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00094-x

zbMATH Keywords

Copulas

Mathematics Subject Classification ID

Related Items (22)

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Cites Work

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• The compound Poisson approximation for a portfolio of dependent risks
• Stochastic bounds on sums of dependent risks
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Improved approximations for the aggregate claims distribution of a life insurance portfolio
• Understanding Relationships Using Copulas

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