Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal allocation of policy limits and deductibles
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic orders of scalar products with applications
+Normal rank
@@ Property / cites work @@
+Worst allocations of policy limits and deductibles
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Extension of the bivariate characterization for stochastic orders
+Normal rank
@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate characterization of some stochastic order relations
+Normal rank
@@ Property / cites work @@
+Ordering risks: expected utility theory versus Yaari's dual theory of risk
+Normal rank