Stochastic arrangement increasing risks in financial engineering and actuarial science – a review

Stochastic arrangement increasing risks in financial engineering and actuarial science – a review

We review recent research results on stochastic arrangement increasing risks in financialand actuarial risk management, including allocation of deductibles and coverage limits concerned withmultiple dependent risks in an insurance policy, the independence model and the threshold models fora portfoli...

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Bibliographic Details
Main Authors: Chen Li, Xiaohu Li
Format: Article
Language:English
Published: AIMS Press 2018-03-01
Series:Quantitative Finance and Economics
Subjects:
archimedean copula| capital allocation| comonotonicity| default risk| exchangeability|independence model| majorization| SAI| stochastic orders| threshold model
Online Access:http://www.aimspress.com/article/10.3934/QFE.2018.1.190/fulltext.html

Internet

http://www.aimspress.com/article/10.3934/QFE.2018.1.190/fulltext.html

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