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Multivariate risk sharing and the derivation of individually rational Pareto optima

Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David - In: Mathematical social sciences 74 (2015), pp. 73-78

Persistent link: https://www.econbiz.de/10011438520

Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk

Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David - In: The journal of derivatives : the official publication … 24 (2016) 1, pp. 18-28

Persistent link: https://www.econbiz.de/10011687326

Optimality of deductible : a characterization, with application to Yaari's dual theory

Chateauneuf, Alain; Cohen, Michèle; Mostoufi, Mina - In: Theory and decision : an international journal for … 92 (2022) 3/4, pp. 569-580

Persistent link: https://www.econbiz.de/10013192404

Address identification using telematics : an algorithm to identify dwell locations

Grumiau, Christopher; Mostoufi, Mina; Pavlioglou, Solon; … - In: Risks : open access journal 8 (2020) 3/92, pp. 1-12

In this work, a method is proposed for exploiting the predictive power of a geo-tagged dataset as a means of identification of user-relevant points of interest (POI). The proposed methodology is subsequently applied in an insurance context for the automatic identification of a driver's residence...

Persistent link: https://www.econbiz.de/10012293288