Stop-loss premiums under dependence
type: Item
instance of: scholarly article
title: Stop-loss premiums under dependence
zbMATH Open document ID: 0945.62108
DOI: 10.1016/S0167-6687(98)00051-1
author: Willem Albers
published in: Insurance Mathematics \& Economics
publication date: 2000-10-03T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1335217
zbMATH Keywords: common shock model
zbMATH Keywords: frailty model
zbMATH Keywords: copula model
zbMATH Keywords: individual model
zbMATH Keywords: aggregate claims
zbMATH Keywords: Edgeworth expansions
MaRDI profile type: Publication
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cites work: The compound Poisson approximation for a portfolio of dependent risks
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cites work: Comonotonicity, correlation order and premium principles
full work available at URL: s0167-6687(98)00051-1
OpenAlex ID: W2080309714
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description: scientific article; zbMATH DE number 1335217