Reducing risk by merging counter-monotonic risks (Q2015473): Difference between revisions

@@ Property / author @@
-Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
-Normal rank
@@ Property / author @@
+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2013.10.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2014778662
@@ Property / OpenAlex ID: W2014778662 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3051226
@@ Property / cites work: Q3051226 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterizing a comonotonic random vector by the distribution of the sum of its components
+Normal rank
@@ Property / cites work @@
+Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
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+Managing value-at-risk for a bond using bond put options
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+Non-additive measure and integral
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@@ Property / cites work @@
+Optimal reinsurance and stop-loss order
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
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+Stochastic Finance
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+Q2774021
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+A general model of insurance under adverse selection
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+Q2778807
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+Stochastic orders
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+Optimal insurance under Wang's premium principle.
@@ Property / cites work: Optimal insurance under Wang's premium principle. / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2015473