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On the dependency of risks in the individual life model

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  • Dhaene, J.
  • Goovaerts, M. J.

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  • Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May.
    • Handle: RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253
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    References listed on IDEAS

    as
    1. Heilmann, Wolf-Rudiger, 1986. "On the impact of independence of risks on stop loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 5(3), pages 197-199, July.
    2. Kaas, R., 1993. "How to (and how not to) compute stop-loss premiums in practice," Insurance: Mathematics and Economics, Elsevier, vol. 13(3), pages 241-254, December.
    3. Dhaene, Jan & Goovaerts, Marc J., 1996. "Dependency of Risks and Stop-Loss Order1," ASTIN Bulletin, Cambridge University Press, vol. 26(2), pages 201-212, November.
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