Correlation order, merging and diversification (Q659149): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2009.07.007
@@ Property / DOI: 10.1016/j.insmatheco.2009.07.007 / rank @@
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@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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@@ 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 / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2009.07.007
+Normal rank
@@ Property / OpenAlex ID @@
+W3123128557
@@ Property / OpenAlex ID: W3123128557 / rank @@
+Normal rank
@@ Property / cites work @@
+Diversification of aggregate dependent risks
@@ Property / cites work: Diversification of aggregate dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Diversification for general copula dependence
@@ Property / cites work: Diversification for general copula dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q3562639
@@ Property / cites work: Q3562639 / rank @@
+Normal rank
@@ Property / cites work @@
+On the dependency of risks in the individual life model
+Normal rank
@@ Property / cites work @@
+Some results on the CTE-based capital allocation rule
+Normal rank
@@ Property / cites work @@
+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+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 @@
+Bounds and approximations for sums of dependent log-elliptical random variables
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ Property / cites work @@
+Comonotonicity, correlation order and premium principles
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2009.07.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2009.07.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:659149