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Ordered random vectors and equality in distribution
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; … - 2013
Persistent link: https://www.econbiz.de/10009731218
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On partial hedging and counter-monotonic sums
Cheung, Ka Chun; Dhaene, Jan; Tang, Qihe - 2011
Persistent link: https://www.econbiz.de/10009485837
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Tail mutual exclusivity and tail-var lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10010486345
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Explicit solutions for a general class of optimal allocation problems
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung … - 2013
Persistent link: https://www.econbiz.de/10009731217
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Comonotonic modification of random vector in its own probability space
Dhaene, Jan; Kukush, Alexander - 2011
Persistent link: https://www.econbiz.de/10009127233
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Some remarks on quantiles and distortion risk measures
Dhaene, Jan; Kukush, Alexander; Linders, Daniel; Tang, Qihe - 2012
Persistent link: https://www.econbiz.de/10009678492
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A note on the independence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - 2012
Persistent link: https://www.econbiz.de/10009731599
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The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2011
Persistent link: https://www.econbiz.de/10009485835
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A multivariate dependence measure for aggregating risks
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2013
Persistent link: https://www.econbiz.de/10010204096
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Index options : a model-free approach
Linders, Daniël; Dhaene, Jan; Hounnon, Hippolyte; … - 2012
Persistent link: https://www.econbiz.de/10009540840