Cossette, H.; Denuit, M; Marceau, É. Distributional bounds for functions of dependent risks. (English) Zbl 1187.91093 Mitt., Schweiz. Aktuarver. 2002, No. 1, 45-65 (2002). Summary: This paper aims to derive bounds for the cumulative distribution function of a function of dependent risks. The results presented here complement a recent work by M. Denuit, C. Genest and E. Marceau [Insur. Math. Econ. 25, No. 1, 85–104 (1999; Zbl 1028.91553)] where sums of correlated random variables were considered. Cited in 4 Documents MSC: 91B30 Risk theory, insurance (MSC2010) 62P05 Applications of statistics to actuarial sciences and financial mathematics 60E05 Probability distributions: general theory 60E15 Inequalities; stochastic orderings Keywords:claims severities; remaining lifetime; cumulative distribution function Citations:Zbl 1028.91553 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2002, No. 1, 45--65 (2002; Zbl 1187.91093)