The safest dependence structure among risks. (Q1962812): Difference between revisions

@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Comparing Dependencies in Multivariate Risk Portfolios
+Normal rank
@@ Property / cites work @@
+On the dependency of risks in the individual life model
+Normal rank
@@ Property / cites work @@
+Q3562643
@@ Property / cites work: Q3562643 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3562647
@@ Property / cites work: Q3562647 / rank @@
+Normal rank
@@ Property / cites work @@
+On the impact of independence of risks on stop loss premiums
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+How to (and how not to) compute stop-loss premiums in practice
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@@ Property / cites work @@
+Optimal reinsurance in relation to ordering of risks
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@@ Property / cites work @@
+Ordering of risks in life insurance
@@ Property / cites work: Ordering of risks in life insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Supermodular stochastic orders and positive dependence of random vectors
+Normal rank
@@ Property / cites work @@
+On dependence of risks and stop-loss premiums
@@ Property / cites work: On dependence of risks and stop-loss premiums / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for distributions with given marginals
+Normal rank
@@ Property / cites work @@
+Comonotonicity, correlation order and premium principles
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@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(99)00009-8
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@@ Property / OpenAlex ID @@
+W2156627315
@@ Property / OpenAlex ID: W2156627315 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1962812