On sums of two counter-monotonic risks
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Publication:784393
DOI10.1016/J.INSMATHECO.2020.02.010zbMATH Open1445.91050OpenAlexW3009441102MaRDI QIDQ784393FDOQ784393
Authors: Ihsan Chaoubi, Hélène Cossette, Simon-Pierre Gadoury, É. Marceau 
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.010
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Cited In (5)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
- Pairwise counter-monotonicity
- A unified theory of decentralized insurance
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