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On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies

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  • Ribas, Carme
  • Marin-Solano, Jesus
  • Alegre, Antonio

Abstract

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Suggested Citation

  • Ribas, Carme & Marin-Solano, Jesus & Alegre, Antonio, 2003. "On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 201-215, April.
    • Handle: RePEc:eee:insuma:v:32:y:2003:i:2:p:201-215
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    References listed on IDEAS

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    1. repec:cup:astinb:v:24:y:1994:i:01:p:89-96_00 is not listed on IDEAS
    2. Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
    3. repec:cup:astinb:v:19:y:1989:i:01:p:9-24_00 is not listed on IDEAS
    4. repec:cup:astinb:v:16:y:1986:i:02:p:89-100_00 is not listed on IDEAS
    5. repec:cup:astinb:v:17:y:1987:i:02:p:183-191_00 is not listed on IDEAS
    6. Hu, Taizhong & Wu, Zhiqiang, 1999. "On dependence of risks and stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 323-332, May.
    7. Dhaene, Jan & Vandebroek, Martina, 1995. "Recursions for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 31-38, April.
    8. Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May.
    9. Dhaene, Jan & Pril, Nelson De, 1994. "On a class of approximative computation methods in the individual risk model," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 181-196, May.
    10. repec:cup:astinb:v:16:y:1986:i:02:p:109-112_00 is not listed on IDEAS
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    Cited by:

    1. Anastasiadis, Simon & Chukova, Stefanka, 2012. "Multivariate insurance models: An overview," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 222-227.

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