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Almost expectation and excess dependence notions
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
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Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
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Risk apportionment and multiply monotone targets
Denuit, Michel - In: Mathematical social sciences 92 (2018), pp. 74-77
Persistent link: https://www.econbiz.de/10012109086
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Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Denuit, Michel; Mesfioui, Mhamed - In: Insurance / Mathematics & economics 72 (2017), pp. 1-5
Persistent link: https://www.econbiz.de/10011691479
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Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - In: Scandinavian actuarial journal (2017) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
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Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
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Bivariate almost stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405
Persistent link: https://www.econbiz.de/10010436193
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Bivariate stochastic dominance and substitute risk-(in)dependent uilities
Denuit, Michel; Eeckhoudt, Louis R. - In: Decision analysis : a journal of the Institute for … 7 (2010) 3, pp. 302-312
Persistent link: https://www.econbiz.de/10008663475
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Non-differentiable transformations preserving stochastic dominance
Denuit, Michel; Eeckhoudt, Louis R.; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446
Persistent link: https://www.econbiz.de/10009788603