Comonotonicity, correlation order and premium principles
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Publication:1265937
DOI10.1016/S0167-6687(97)00040-1zbMath0909.62110OpenAlexW2131560757MaRDI QIDQ1265937
Publication date: 8 April 1999
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00040-1
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- Non-additive measure and integral
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- Orderings of risks: A comparative study via stop-loss transforms
- Integral Representation Without Additivity
- The Dual Theory of Choice under Risk
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