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Generalized correlation order and stop-loss order

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  • Lu, Tong-Yu
  • Yi, Zhang

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  • Lu, Tong-Yu & Yi, Zhang, 2004. "Generalized correlation order and stop-loss order," Insurance: Mathematics and Economics, Elsevier, vol. 35(1), pages 69-76, August.
    • Handle: RePEc:eee:insuma:v:35:y:2004:i:1:p:69-76
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    References listed on IDEAS

    as
    1. Denuit, Michel & Dhaene, Jan & Ribas, Carmen, 2001. "Does positive dependence between individual risks increase stop-loss premiums?," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 305-308, June.
    2. Wang, Shaun & Dhaene, Jan, 1998. "Comonotonicity, correlation order and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 235-242, July.
    3. repec:cup:astinb:v:26:y:1996:i:02:p:201-212_00 is not listed on IDEAS
    4. Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
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    Cited by:

    1. Dan Zhu & Chuancun Yin, 2018. "Two Sufficient Conditions for Convex Ordering on Risk Aggregation," Abstract and Applied Analysis, John Wiley & Sons, vol. 2018(1).
    2. Yi, Zhang & Weng, Chengguo, 2006. "On the correlation order," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1410-1416, July.
    3. Wen, Limin & Wu, Xianyi & Zhou, Xian, 2009. "The credibility premiums for models with dependence induced by common effects," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 19-25, February.

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