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A class of bivariate stochasti...
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123rd Seminar, February 23-24, 2012, Dublin, Ireland
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ASTIN BULLETIN - Vol.33 - No.1 - 2003; 23-40
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On s-convex stochastic extrema for arithmetic risks
Denuit, Michel
;
Lefevre, Claude
;
Mesfioui, M'hamed
- In:
Insurance: Mathematics and Economics
25
(
1999
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10005375522
Saved in:
2
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
Denuit, Michel
;
Lefevre, Claude
- In:
Insurance: Mathematics and Economics
20
(
1997
)
3
,
pp. 197-213
Persistent link: https://www.econbiz.de/10005374577
Saved in:
3
Extremal generators and extremal distributions for the continuous s-convex stochastic orderings
Denuit, Michel
;
Vylder, Etienne De
;
Lefevre, Claude
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 201-217
Persistent link: https://www.econbiz.de/10005375309
Saved in:
4
Measuring the impact of dependence between claims occurrences
Denuit, Michel
;
Lefevre, Claude
;
Utev, Sergey
- In:
Insurance: Mathematics and Economics
30
(
2002
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10005380688
Saved in:
5
On s-convex and risk aversion
Denuit, Michel
;
Lefevre, Claude
;
Scarsini, Marco
- In:
Theory and decision : an international journal for …
50
(
2001
)
3
,
pp. 239-248
Persistent link: https://www.econbiz.de/10001592603
Saved in:
6
Stochastic Orderings of Convex-Concave-Type on an Arbitrary Grid
Denuit, Michel
;
Lefevre, Claude
;
Utev, Sergey
- In:
Mathematics of operations research
24
(
1999
)
4
,
pp. 835-846
Persistent link: https://www.econbiz.de/10006419390
Saved in:
7
On S-Convexity and Risk Aversion
Denuit, Michel
-
2012
The present note first discusses the concept of s-convex pain functions in decision theory. Then, the economic behavior of an agent with such a pain function is represented through the comparison of some recursive lotteries
Persistent link: https://www.econbiz.de/10013109380
Saved in:
8
On s-convex stochastic extrema for arithmetic risks
Denuit, Michel
;
Lefèvre, Claude
;
Mesfioui, M'hamed
- In:
Insurance / Mathematics & economics
25
(
1999
)
2
,
pp. 143-156
Persistent link: https://www.econbiz.de/10006910269
Saved in:
9
A class of bivariate stochastic orderings, with applications in actuarial sciences
Denuit, Michel
;
Lefèvre, Claude
;
Mesfioui, M'hamed
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 31-50
Persistent link: https://www.econbiz.de/10006914421
Saved in:
10
Les chambres de commerce en France
Lefevre, Claude
- In:
Droit social : revue mensuelle
23
(
1960
)
3
,
pp. 140-149
Persistent link: https://www.econbiz.de/10002244272
Saved in:
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