Measuring the impact of dependence between claims occurrences

Denuit, Michel;Lefèvre, Claude;Utev, Sergei
(2002) Insurance: Mathematics and Economics — Vol. 30, n° 1, p. 1-19 (2002)

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  • Lefèvre, ClaudeUCLouvain
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  • Utev, SergeiUniversity of Nottingham
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Denuit, M., Lefèvre, C., & Utev, S. (2002). Measuring the impact of dependence between claims occurrences. Insurance: Mathematics and Economics, 30(1), 1-19. https://doi.org/10.1016/S0167-6687(01)00088-9 (Original work published 2002)