Does positive dependence between individual risks increase stop-loss premiums

Denuit, Michel; Ribas, C.; Dhaene, Jan

doi:10.1016/S0167-6687(00)00079-2

Does positive dependence between individual risks increase stop-loss premiums

Denuit, Michel

;

Ribas, C.

;

Dhaene, Jan

(2001) Insurance: Mathematics and Economics — Vol. 28, p. 305-308 (2001)

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Authors

Denuit, MichelUCLouvain
Author
Ribas, C.
Author
Dhaene, Jan
Author

Affiliations

Louvain School of Management

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Denuit, M., Ribas, C., & Dhaene, J. (2001). Does positive dependence between individual risks increase stop-loss premiums. Insurance: Mathematics and Economics, 28, 305-308. https://doi.org/10.1016/S0167-6687(00)00079-2 (Original work published 2001)