Li, Xiaohu; You, Yinping - In: Insurance: Mathematics and Economics 50 (2012) 3, pp. 423-429
With the assumption of Archimedean copula for the occurrence frequencies of the risks covered by an insurance policy, this note further investigates the allocation problem of upper limits and deductibles addressed in Hua and Cheung (2008a). Sufficient conditions for a risk averse policyholder to...