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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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Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10010345268
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From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
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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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Risk aversion, prudence, and asset allocation : a review and some new developments
Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243
Persistent link: https://www.econbiz.de/10011593667
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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
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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 112 (2023), pp. 23-32
Persistent link: https://www.econbiz.de/10014446652