The aggregate claims distribution of a life insurance portfolio with a pairwise positive dependence structure
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References listed on IDEAS
- 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.
- Dhaene, Jan & Goovaerts, Marc J., 1996. "Dependency of Risks and Stop-Loss Order," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 26(02), pages 201-212, November.
- Denuit, M., 2000. "Stochastic Analysis of Duplicates in Life Insurance Portfolios," Papers 4, Catholique de Louvain - Institut de statistique.
- 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.
- Denuit, M., 2000. "Stochastic Analysis of Duplicates in Life Insurance Portfolios," Papers 0004, Catholique de Louvain - Institut de statistique.
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