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Some new notions of dependence with applications in optimal allocation problems

Cai, Jun; Wei, Wei - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 200-209

Dependence structures of multiple risks play an important role in optimal allocation problems for insurance … optimal allocation problems. We also develop the properties of these dependence structures. We illustrate the applications of … these notions in the optimal allocation problems of deductibles and policy limits and in capital reserves problems. These …

Persistent link: https://www.econbiz.de/10010753212

On active redundancy allocation for coherent systems : from the viewpoint of minimal cut decomposition

Fang, Rui; Li, Xiaohu - In: Operations research letters 46 (2018) 2, pp. 233-239

Persistent link: https://www.econbiz.de/10011824902

A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking

López-Díaz, M. C.; López-Díaz, M.; … - In: Scandinavian actuarial journal (2017) 7, pp. 606-627

Persistent link: https://www.econbiz.de/10011848482

Multivariate patchwork copulas : a unified approach with applications to partial comonotonicity

Durante, Fabrizio; Sánchez, Juan Fernández; Sempi, Carlo - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 897-905

Persistent link: https://www.econbiz.de/10010227787

Functional characterizations of bivariate weak SAI with an application

You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 64 (2015), pp. 225-231

Persistent link: https://www.econbiz.de/10011398021

TVaR-based capital allocation with copulas

Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 348-361

Persistent link: https://www.econbiz.de/10009517558

Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models

Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 61 (2015), pp. 206-226

Persistent link: https://www.econbiz.de/10010515883

On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components

Kundu, Amarjit; Chowdhury, Shovan - In: Operations research letters 48 (2020) 1, pp. 40-47

Persistent link: https://www.econbiz.de/10012169593

Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components

Panja, Arindam; Kundu, Pradip; Pradhan, Biswabrata - In: Operations research letters 49 (2021) 2, pp. 176-183

Persistent link: https://www.econbiz.de/10012506608

Risk aggregation with FGM copulas

Blier-Wong, Christopher; Cossette, Hélène; Marceau, … - In: Insurance / Mathematics & economics 111 (2023), pp. 102-120

Persistent link: https://www.econbiz.de/10014316667