Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
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DOI: 10.1007/s10479-017-2537-9
Abstract: This paper has a further study on the insurer’s most unfavorable deductibles and coverage limits for interdependent random losses in the context of the zero-utility premium. For multiple random losses equipped with Archimedean copulas, we… read more here.
Keywords: unfavorable deductibles; deductibles coverage; coverage limits; multiple random ... See more keywords