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

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+Diversification of aggregate dependent risks
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+Diversification for general copula dependence
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+Q3562639
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+On the dependency of risks in the individual life model
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+Some results on the CTE-based capital allocation rule
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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Tail Conditional Expectations for Elliptical Distributions
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+Stop-loss order for portfolios of dependent risks
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+Bounds and approximations for sums of dependent log-elliptical random variables
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+Q2892811
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+Comonotonicity, correlation order and premium principles
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank