Title: Some positive dependence notions, with applications in actuarial sciences
Authors: Denuit, M
Dhaene, Jan
Ribas, C
Issue Date: 1999
Publisher: K.U.Leuven - Departement Toegepaste Economische Wetenschappen
Series Title: DTEW Research Report 9942 pages:1-22
Abstract: The paper is devoted to the study of several notions of positive dependence among risks, namely association, linear positive quadrant dependence, positive orthant dependence and conditional increasingness in sequence. Various examples illustrate the usefulness of these notions in an actuarial context.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center Insurance, Leuven

Files in This Item:
File Status SizeFormat
OR_9942.pdf Published 507KbAdobe PDFView/Open


All items in Lirias are protected by copyright, with all rights reserved.