Risk aversion effect on the insurance premium in correlated lines

DOI10.1080/09720510.2011.10701545zbMATH Open1217.91091OpenAlexW2031335879MaRDI QIDQ3019739

Li-Hua Lai

Publication date: 28 July 2011

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: http://www.connectjournals.com/file_html_pdf/1019801H_06_JSMS_T10_14-1_pp101-110a.pdf

zbMATH Keywords

correlated risksinsurance premiumesscher principle

Mathematics Subject Classification ID

Related Items (1)

On the positive correlation property in competitive insurance markets

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