Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10011497313
Persistent link: https://www.econbiz.de/10011436805
Persistent link: https://www.econbiz.de/10011398041
Different from classical Bühlmann and Bühlmann Straub credibility models in which independence between different risks are assumed, this paper takes dependence between risks into consideration and extends the classical Bühlmann model by introducing a common stochastic shock element. What is...
Persistent link: https://www.econbiz.de/10012373010
Persistent link: https://www.econbiz.de/10010399756