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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
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Some comparison results for finite-time ruin probabilities in the classical risk model
Lefevre, Claude; Trufin, Julien; Zuyderhoff, Pierre - In: Insurance / Mathematics & economics 77 (2017), pp. 143-149
Persistent link: https://www.econbiz.de/10011783950
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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
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A class of bivariate stochastic orderings, with applications in actuarial sciences
Denuit, Michel; Lefevre, Claude; Mesfioui, M'hamed - In: Insurance: Mathematics and Economics 24 (1999) 1-2, pp. 31-50
Persistent link: https://www.econbiz.de/10005374977
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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
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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
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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
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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
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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