The concept of comonotonicity in actuarial science and finance: theory. (Q1394963): Difference between revisions

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+Modeling and Comparing Dependencies in Multivariate Risk Portfolios
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+Impact of dependence among multiple claims in a single loss
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+Some problems in actuarial finance involving sums of dependent risks
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+Comonotonicity, correlation order and premium principles
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+Ordering risks: expected utility theory versus Yaari's dual theory of risk
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