A note on Mossin’s theorem for deductible insurance given random initial wealth

DOI10.1080/03461238.2017.1365758zbMath1416.91187OpenAlexW2747949049MaRDI QIDQ4583610

Liang Hong

Publication date: 31 August 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2017.1365758

zbMATH Keywords

expectation dependencequadrant dependencedeductible insuranceregression dependencerandom initial wealth

Mathematics Subject Classification ID

Related Items (3)

Continuous counterexamples for three dependence notions ⋮ Remarks on the Mossin Theorem ⋮ On the existence of a representative reinsurer under heterogeneous beliefs

Cites Work

• Expectation dependence of random variables, with an application in portfolio theory
• Some Concepts of Dependence
• Unnamed Item

This page was built for publication: A note on Mossin’s theorem for deductible insurance given random initial wealth