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Denuit, Michel
42
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39
Cheung, Ka Chun
38
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8
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6
Trufin, Julien
6
Yam, Sheung Chi Phillip
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Insurance / Mathematics & economics
Insurance: Mathematics and Economics
59
AFI
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
25
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Theory and decision : an international journal for multidisciplinary advances in decision science
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3
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Economic Theory
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European Journal of Operational Research
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Journal of Pension Economics and Finance
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Journal of mathematical economics
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Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
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OLC EcoSci
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1
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
2
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
Saved in:
3
Reserve-dependent benefits and costs in life and health insurance constracts
Christiansen, Marcus C.
;
Denuit, Michel
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 132-137
Persistent link: https://www.econbiz.de/10010402700
Saved in:
4
Correlation order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
Saved in:
5
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
6
Does positive dependence between individual risks increase stop-loss premiums?
Denuit, Michel
;
Dhaene, Jan
;
Ribas, Carmen
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 305-308
Persistent link: https://www.econbiz.de/10006901488
Saved in:
7
Correlation order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-332
Persistent link: https://www.econbiz.de/10008332294
Saved in:
8
Convex order and comonotonic conditional mean risk sharing
Denuit, Michel
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 265-271
Persistent link: https://www.econbiz.de/10010011608
Saved in:
9
Correlation order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-333
Persistent link: https://www.econbiz.de/10008890272
Saved in:
10
Comonotonic convex upper bound and majorization
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10008654263
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