On heterogeneity in the individual model with both dependent claim occurrences and severities
Year of publication: |
2018
|
---|---|
Authors: | Zhang, Yiying ; Li, Xiaohu ; Cheung, Ka Chun |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 2, p. 817-839
|
Subject: | Majorization | comonotonicity | RWSAI | LWSAI | stop-loss order |
-
Functional characterizations of bivariate weak SAI with an application
You, Yinping, (2015)
-
On total capacity of k-out-of-n systems with random weights
Zhang, Yiying, (2018)
-
Some new notions of dependence with applications in optimal allocation problems
Cai, Jun, (2014)
- More ...
-
Bowley solution under the reinsurer's default risk
Chen, Yanhong, (2024)
-
Yong, Yaodi, (2024)
-
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J., (2021)
- More ...