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Comonotonicity and maximal stop-loss premiums
8 references·2 citing·38 second hop
Comonotonicity and maximal stop-loss premiums (2000)Comonotonicity and maximal stop-loss prem…Ordering risks: Expected utility theory versus Yaari's dual theory of risk (1998)Ordering risks: Expected util…Comonotonicity, correlation order and premium principles (1998)Comonotonicity, correlation o…Stop-loss order for portfolios of dependent risks (1997)Stop-loss order for portfolio…On the dependency of risks in the individual life model (1997)On the dependency of risks in…Premium Calculation by Transforming the Layer Premium Density (1996)Premium Calculation by Transf…Dependency of Risks and Stop-Loss Order (1996)Dependency of Risks and Stop-…Effective actuarial methods (1990)Effective actuarial methodsThe Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Optimal allocation of policy limits and deductibles (2006)Optimal allocation of policy …On dependence of risks and stop-loss premiums (1999)On dependence of risks and st…An introduction to mathematical risk theory (1979)Annuity Valuation with Dependent Mortality (1996)Some results on ruin probabilities in a two-dimensional risk model (2003)A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework (2009)An Overview of Comonotonicity and Its Applications in Finance and Insurance (2011)Loss Models: From Data to Decisions (1999)The concept of comonotonicity in actuarial science and finance: theory (2002)Modern Actuarial Risk Theory (2008)A theory of anticipated utility (1982)Prospect theory: An analysis of decision under risk (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Subjective probability and expected utility without additivity (2004)Risk Aversion in the Small and in the Large (1964)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Empirical Estimation of Risk Measures and Related Quantities (2003)Stochastic orders and risk measures: Consistency and bounds (2005)Static portfolio choice under cumulative prospect theory (2010)Theory of games and economic behavior (2019)Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995)The safest dependence structure among risks (1999)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures (2013)Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues and Other Stochastic Models. (1986)Upper and lower bounds or sum of random variables (2000)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Axiomatic characterization of insurance prices (1997)Stochastic Processes for Insurance and Finance (1999)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (2002)Stochastic bounds on sums of dependent risks (1999)Stochastic Comparison of Random Vectors with a Common Copula (2001)Risk aggregation with dependence uncertainty (2013)Modeling and Comparing Dependencies in Multivariate Risk Portfolios (1998)Optimal reinsurance and stop-loss order (1998)Actuarial versus Financial Pricing of Insurance (2000)
this work references cited by second hop

References

  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1996Premium Calculation by Transforming the Layer Premium Density696 cited
  • 1996Dependency of Risks and Stop-Loss Order224 cited
  • 1990Effective actuarial methods192 cited
  • 1998Ordering risks: Expected utility theory versus Yaari's dual theory of risk170 cited
  • 1997Stop-loss order for portfolios of dependent risks154 cited
  • 1998Comonotonicity, correlation order and premium principles153 cited
  • 1997On the dependency of risks in the individual life model109 cited

Cited by

  • 2006Optimal allocation of policy limits and deductibles44 cited
  • 1999On dependence of risks and stop-loss premiums44 cited

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