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The safest dependence structure among risks

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  • Dhaene, Jan
  • Denuit, Michel

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  • Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
    • Handle: RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21
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    References listed on IDEAS

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    1. Wang, Shaun, 1996. "Premium Calculation by Transforming the Layer Premium Density," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 71-92, May.
    2. 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.
    3. 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.
    4. Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
    5. 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.
    6. Kling, Bart & Wolthuis, Henk, 1992. "Ordering of risks in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 139-152, August.
    7. 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.
    8. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    9. Shaked, Moshe & Shanthikumar, J. George, 1997. "Supermodular Stochastic Orders and Positive Dependence of Random Vectors," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 86-101, April.
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