Showing results 1 to 6 of 6
Title | Author(s) | Issue Date | |
---|---|---|---|
Budget-constrained optimal reinsurance design under coherent risk measures Journal:Scandinavian Actuarial Journal | 2019 | ||
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order Journal:Insurance: Mathematics and Economics | 2013 | ||
Characterizations of optimal reinsurance treaties: a cost-benefit approach Journal:Scandinavian Actuarial Journal | 2017 | ||
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure Journal:Insurance: Mathematics and Economics | 2014 | ||
General lower bounds on convex functionals of aggregate sums Journal:Insurance: Mathematics and Economics | 2013 | ||
Reducing risk by merging counter-monotonic risks Journal:Insurance: Mathematics and Economics | 2014 |