Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables

DOI10.1016/j.insmatheco.2022.07.008OpenAlexW4285601044MaRDI QIDQ2682971

Daniël Linders, Hamza Hanbali, Jan Dhaene

Publication date: 1 February 2023

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.07.008

zbMATH Keywords

comonotonicitycountermonotonicitydependence boundsdifference of random variablesdifference of stop-loss payoffs

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Uses Software

• shiny

Cites Work

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