Worst allocations of policy limits and deductibles
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- Cheung, Ka Chun, 2007. "Optimal allocation of policy limits and deductibles," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 382-391, November.
- Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: theory," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 3-33, August.
- Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J., 2000. "Upper and lower bounds for sums of random variables," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 151-168, October.
- 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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Cited by:
- Cheung, Ka Chun, 2009. "Applications of conditional comonotonicity to some optimization problems," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 89-93, August.
- Manesh, Sirous Fathi & Khaledi, Baha-Eldin & Dhaene, Jan, 2016.
"Optimal allocation of policy deductibles for exchangeable risks,"
Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 87-92.
- Sirous Fathi Manesh & Baha-Eldin Khaledi & Jan Dhaene, 2015. "Optimal allocation of policy deductibles for exchangeable risks," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 501184, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Zhuang, Weiwei & Chen, Zijin & Hu, Taizhong, 2009. "Optimal allocation of policy limits and deductibles under distortion risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 409-414, June.
- Pan Xiaoqing & Li Xiaohu, 2017. "On capital allocation for stochastic arrangement increasing actuarial risks," Dependence Modeling, De Gruyter, vol. 5(1), pages 145-153, January.
- Ismail, Noriszura & Ahmad Anuar, Ansar Asnawi, 2009. "Insolvency probability in reinsurance treaty: a case study in Malaysia," Perspectives of Innovations, Economics and Business (PIEB), Prague Development Center (PRADEC), vol. 3, pages 1-3, December.
- Manesh, Sirous Fathi & Khaledi, Baha-Eldin, 2015. "Allocations of policy limits and ordering relations for aggregate remaining claims," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 9-14.
- Xu, Maochao & Hu, Taizhong, 2012. "Stochastic comparisons of capital allocations with applications," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 293-298.
- Maria Mercè Claramunt & Maite Màrmol, 2020. "Refundable deductible insurance," Working Papers hal-02909299, HAL.
- Wei Wei, 2018. "Properties of Stochastic Arrangement Increasing and Their Applications in Allocation Problems," Risks, MDPI, vol. 6(2), pages 1-12, April.
- Cai, Jun & Wei, Wei, 2014. "Some new notions of dependence with applications in optimal allocation problems," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 200-209.
- Lu, ZhiYi & Meng, LiLi, 2011. "Stochastic comparisons for allocations of policy limits and deductibles with applications," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 338-343, May.
- Yinping You & Xiaohu Li & Rui Fang, 2021. "On coverage limits and deductibles for SAI loss severities," Annals of Operations Research, Springer, vol. 297(1), pages 341-357, February.
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