Universally marketable insurance under multivariate mixtures
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Cites work
- A concept of negative dependence using stochastic ordering
- A Neyman-Pearson perspective on optimal reinsurance with constraints
- An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality. Edited by Attila Gilányi
- Association of Random Variables, with Applications
- Characterizations of optimal reinsurance treaties: a cost-benefit approach
- Comparison methods for stochastic models and risks
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Multivariate comonotonicity
- Optimal insurance under Wang's premium principle.
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach
- Optimal reinsurance with positively dependent risks
- Pareto-optimal reinsurance arrangements under general model settings
- Reducing risk by merging counter-monotonic risks
- Risk reducers in convex order
- The concept of comonotonicity in actuarial science and finance: theory.
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