✦ LIBER ✦

Stochastic bounds on sums of dependent risks

✍ Scribed by M. Denuit; C. Genest; É. Marceau

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 242 KB
Volume: 25
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(99)00027-x

No coin nor oath required. For personal study only.

✦ Synopsis

There is a growing concern in the actuarial literature for the effect of dependence between individual risks X i on the distribution of the aggregate claim S = X 1

📜 SIMILAR VOLUMES

Bounds for Functions of Dependent Risks

✍ Paul Embrechts; Giovanni Puccetti 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 186 KB

Upper stop-loss bounds for sums of possi

Upper stop-loss bounds for sums of possibly dependent risks with given means and variances

✍ Christian Genest; Étienne Marceau; Mhamed Mesfioui 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 234 KB

Some limit theorems for sums of dependen

Some limit theorems for sums of dependent stochastic processes

✍ I. S. Borisov 📂 Article 📅 1979 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 642 KB

Lower bounds for the variance of sums of

Lower bounds for the variance of sums of weakly dependent variables

✍ S. A. Utev; A. G. Grin' 📂 Article 📅 1994 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 402 KB

Explicit bounds for the departure from n

Explicit bounds for the departure from normality of sums of dependent random variables

✍ R. V. Erickson; M. P. Quine; N. C. Weber 📂 Article 📅 1979 🏛 Akadmiai Kiad 🌐 English ⚖ 235 KB

Some remarks on sums of dependent compon

Some remarks on sums of dependent components

✍ L. V. Kir'yanova; V. I. Rotar' 📂 Article 📅 1987 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 153 KB