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Detecting positive quadrant dependence and positive function dependence

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  • Janic-Wroblewska, A.
  • Kallenberg, W. C. M.
  • Ledwina, T.

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  • Janic-Wroblewska, A. & Kallenberg, W. C. M. & Ledwina, T., 2004. "Detecting positive quadrant dependence and positive function dependence," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 467-487, June.
    • Handle: RePEc:eee:insuma:v:34:y:2004:i:3:p:467-487
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    References listed on IDEAS

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    1. Albers W. & Kallenberg W. C M & Martini F., 2001. "Data-Driven Rank Tests for Classes of Tail Alternatives," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 685-696, June.
    2. Albers, Willem, 1999. "Stop-loss premiums under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 173-185, May.
    3. Denuit, Michel & Dhaene, Jan & Ribas, Carmen, 2001. "Does positive dependence between individual risks increase stop-loss premiums?," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 305-308, June.
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    Cited by:

    1. Kallenberg, Wilbert C.M., 2008. "Modelling dependence," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 127-146, February.
    2. Ledwina, Teresa & Wyłupek, Grzegorz, 2014. "Validation of positive quadrant dependence," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 38-47.

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