Title of article
Preservation of multivariate dependence under multivariate claim models
Author/Authors
Hu، نويسنده , , Taizhong and Pan، نويسنده , , Xiaoming، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
9
From page
171
To page
179
Abstract
The paper considers the multivariate claim models in risk analysis, introduced by Wong (1997). It is shown that the supermodular dependence ordering and some notions of multivariate dependence are preserved by these models under some conditions on non-homogeneous pure birth processes which govern the arrival of claims.
Keywords
Multivariate claim models , Supermodular dependence ordering , MTP2 , Conditionally increasing in sequence , Bankruptcy , Birth processes , Positively association , Negatively association
Journal title
Insurance Mathematics and Economics
Serial Year
1999
Journal title
Insurance Mathematics and Economics
Record number
1542252
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