Showing 1 - 10 of 12
We investigate lower and upper bounds for right tails (stop-loss premiums) of deterministic and stochastic sums of nonindependent random variables. The bounds are derived using the concepts of comonotonicity, convex order, and conditioning. The performance of the presented approximations is...
Persistent link: https://www.econbiz.de/10003916505
Persistent link: https://www.econbiz.de/10008657063
Persistent link: https://www.econbiz.de/10002724534
Persistent link: https://www.econbiz.de/10002724614
Persistent link: https://www.econbiz.de/10002263734
Persistent link: https://www.econbiz.de/10002263800
Persistent link: https://www.econbiz.de/10002749736
Persistent link: https://www.econbiz.de/10009373048
Persistent link: https://www.econbiz.de/10002153412
Persistent link: https://www.econbiz.de/10001820126