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Comonotonicity, correlation order and premium principles

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  • Wang, Shaun
  • Dhaene, Jan

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Suggested Citation

  • Wang, Shaun & Dhaene, Jan, 1998. "Comonotonicity, correlation order and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 235-242, July.
    • Handle: RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242
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    References listed on IDEAS

    as
    1. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    2. Muller, Alfred, 1996. "Orderings of risks: A comparative study via stop-loss transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 215-222, April.
    3. Heilmann, Wolf-Rudiger, 1986. "On the impact of independence of risks on stop loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 5(3), pages 197-199, July.
    4. repec:cup:astinb:v:26:y:1996:i:01:p:71-92_00 is not listed on IDEAS
    5. repec:cup:astinb:v:26:y:1996:i:02:p:201-212_00 is not listed on IDEAS
    6. Shaun, Wang, 1995. "Insurance pricing and increased limits ratemaking by proportional hazards transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 43-54, August.
    Full references (including those not matched with items on IDEAS)

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