Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
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Publication:1698300
DOI10.1007/s10479-017-2537-9zbMath1415.91169OpenAlexW2618731066MaRDI QIDQ1698300
Publication date: 15 February 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2537-9
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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