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On the dependency of risks in the individual life model · Study

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ArticleOn the dependency of risks in the individual life model

Jan Dhaene1997

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Articlegreen1997

On the dependency of risks in the individual life model

Jan Dhaene · Marc J. Goovaerts

109 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

1979An introduction to mathematical risk theory 1996Annuity Valuation with Dependent Mortality 1996Dependency of Risks and Stop-Loss Order

Cited by

2003Some results on ruin probabilities in a two-dimensional risk model 2009A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework 2011An Overview of Comonotonicity and Its Applications in Finance and Insurance 2002On two dependent individual risk models 2008Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results 1999A class of bivariate stochastic orderings, with applications in actuarial sciences 2002A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum 2000Comonotonicity and maximal stop-loss premiums

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Details

Year1997

Typearticle

Published1997-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations109

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(96)00015-7

openalex_workW1556879425

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