Impact of dependence among multiple claims in a single loss

DOI10.1016/S0167-6687(99)00054-2zbMath1103.91357OpenAlexW2104303707MaRDI QIDQ1584517

Hélène Cossette, Michel M. Denuit, Étienne Marceau

Publication date: 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00054-2

zbMATH Keywords

DependenceStochastic dominanceCollective risk model

Mathematics Subject Classification ID

Related Items (2)

The concept of comonotonicity in actuarial science and finance: theory. ⋮ Simple risk measure calculations for sums of positive random variables

Cites Work

• Fitting bivariate loss distributions with copulas
• Stochastic ordering and dependence in applied probability
• On the dependency of risks in the individual life model
• Stochastic bounds on sums of dependent risks
• Application of the problem of moments to derive bounds on integrals with integral constraints
• Understanding Relationships Using Copulas
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