Optimal allocation of policy limits and deductibles under distortion risk measures
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Publication:1023102
DOI10.1016/j.insmatheco.2008.11.012zbMath1162.60309OpenAlexW1967191839MaRDI QIDQ1023102
Zijin Chen, Taizhong Hu, Weiwei Zhuang
Publication date: 10 June 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.11.012
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- Worst allocations of policy limits and deductibles
- Ordering risks: expected utility theory versus Yaari's dual theory of risk
- The concept of comonotonicity in actuarial science and finance: theory.
- Optimal allocation of policy limits and deductibles
- Coherent Measures of Risk
- Risk Measures and Comonotonicity: A Review
- Bivariate characterization of some stochastic order relations
- Extension of the bivariate characterization for stochastic orders
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