A Simple Geometric Proof that Comonotonic Risks have the Convex-largest Sum
| Year of publication: |
2002
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|---|---|
| Authors: | Kaas, R. ; Dhaene, J. ; Vyncke, D. ; Goovaerts, M.J. ; Denuit, M. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 4192011. - Vol. 32.2002, 1, p. 71-80
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