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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

Size-biased risk measures of compound sums

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 512-532

Persistent link: https://www.econbiz.de/10012387651

Reply to Jiandong Ren on their discussion on the paper titled "size-biased risk measures of compound sums"

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 643-643

Persistent link: https://www.econbiz.de/10013167033

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59

Persistent link: https://www.econbiz.de/10013534509

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian - 2022

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene (2012). and the newly introduced...

Persistent link: https://www.econbiz.de/10013492346

Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes

Denuit, Michel; Rey, Béatrice - In: Mathematical social sciences 60 (2010) 2, pp. 137-143

Persistent link: https://www.econbiz.de/10009300837

Another look at risk apportionment

Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343

Persistent link: https://www.econbiz.de/10010190189

Non-differentiable transformations preserving stochastic dominance

Denuit, Michel; Eeckhoudt, Louis; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446

Persistent link: https://www.econbiz.de/10009788603

Convex order and comonotonic conditional mean risk sharing

Denuit, Michel; Dhaene, Jan - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 265-270

Persistent link: https://www.econbiz.de/10009668357

Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295

Persistent link: https://www.econbiz.de/10010345255