Stochastic bounds on sums of dependent risks
type: Item
instance of: scholarly article
title: Stochastic bounds on sums of dependent risks
zbMATH Open document ID: 1028.91553
DOI: 10.1016/S0167-6687(99)00027-X
author: Christian Genest
author: Michel Denuit
author: É. Marceau
published in: Insurance Mathematics \& Economics
publication date: 2000-01-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1396348
zbMATH Keywords: dependency bound
zbMATH Keywords: reinsurance
zbMATH Keywords: stochastic dominance
zbMATH Keywords: stop-loss order
MaRDI profile type: Publication
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full work available at URL: s0167-6687(99)00027-x
OpenAlex ID: W2050598159
description: scientific article; zbMATH DE number 1396348