Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
type: Item
instance of: scholarly article
title: Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
zbMATH Open document ID: 1415.91169
author: Yinping You
author: Xiaohu Li
published in: Annals of Operations Research
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6839498
zbMATH Keywords: Archimedean copula
zbMATH Keywords: log-convex
zbMATH Keywords: stochastic orders
zbMATH Keywords: upper tail permutation decreasing
zbMATH Keywords: zero-utility premium
MaRDI profile type: Publication
full work available at URL: s10479-017-2537-9
OpenAlex ID: W2618731066
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DOI: 10.1007/S10479-017-2537-9
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description: scientific article; zbMATH DE number 6839498