the issue of model uncertainty or ambiguity. In this paper, we study the worst-case evaluation of Yaari's dual utility … functionals of an aggregate risk under dependence uncertainty along with its decision-theoretic implications. To arrive at our … with dependence uncertainty are established and, in the presence of conditional joint mixability, they are shown to be …

We bring the recently developed framework of dependence uncertainty into collective risk models, one of the most …) of the aggregate loss in collective risk models, under two settings of dependence uncertainty: (i) the counting random …

-Debreu equilibrium is established for some simple, yet natural settings. Further, we investigate the problem of model uncertainty in risk …