Similar Search Results

A simple geometric proof that comonotonic risks have the convex-largest sum

Kaas, R.; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; … - 2001

Persistent link: https://www.econbiz.de/10001594219

The concept of comonotonicity in actuarial science and finance

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655460

Theory

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655663

Applications

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655664

Modern actuarial risk theory : using R

Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2nd ed., corr. 2nd printing

Persistent link: https://www.econbiz.de/10003870922

Risk measurement with the equivalent utility principles

Denuit, Michel; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R.; … - 2005

Persistent link: https://www.econbiz.de/10003267099

Modern actuarial risk theory : using R

Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2. ed., corr. 2. print.

Persistent link: https://www.econbiz.de/10003726725

Risk Measurement with Equivalent Utility Principles

Denuit, Michel - 2006

Risk measures have been studied for several decades in the actuarial literature, where they appeared under the guise of premium calculation principles. Risk measures and properties that risk measures should satisfy have recently received considerable attention in the financial mathematics...

Persistent link: https://www.econbiz.de/10012734584

Actuarial theory for dependent risks : measures, orders and models

Denuit, Michel; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2005

Persistent link: https://www.econbiz.de/10013489994

Modern actuarial risk theory

Kaas, R. - 2001

Persistent link: https://www.econbiz.de/10013531625