ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956): Difference between revisions

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+MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
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+Majorization: here, there and everywhere
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+Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
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+Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
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+Stochastic orders in partition and random testing of software
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+The stochastic precedence ordering with applications in sampling and testing
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+Some new notions of dependence with applications in optimal allocation problems
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+Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
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+Asset proportions in optimal portfolios with dependent default risks
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+Ordering optimal proportions in the asset allocation problem with dependent default risks
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+Heterogeneity and the need for capital in the individual model
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+Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
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+The safest dependence structure among risks.
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+On the dependency of risks in the individual life model
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+A comparison between homogeneous and heterogeneous portfolios.
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+On risk dependence and mrl ordering
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+A note on multivariate stochastic comparisons of Bernoulli random variables
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+On dependence of risks and stop-loss premiums
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+Stochastic orders of scalar products with applications
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+Generalized convex inequalities
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+On stochastic comparison between aggregate claim amounts
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+On allocations to portfolios of assets with statistically dependent potential risk returns
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+Convex orders for linear combinations of random variables
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+Inequalities: theory of majorization and its applications
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+Stop-loss order for portfolios of dependent risks
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+An introduction to copulas.
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+Stochastic orders
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+Bivariate characterization of some stochastic order relations
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+A Universal Framework for Pricing Financial and Insurance Risks
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+On the Convolution of Heterogeneous Bernoulli Random Variables
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+The Dual Theory of Choice under Risk
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+Optimal capital allocations to interdependent actuarial risks
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+Functional characterizations of bivariate weak SAI with an application
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+Ordering scalar products with applications in financial engineering and actuarial science
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+Comparisons on aggregate risks from two sets of heterogeneous portfolios
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