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Denuit, Michel
39
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28
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20
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8
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6
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5
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Insurance / Mathematics & economics
54
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
13
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
European journal of operational research : EJOR
2
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1
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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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
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2
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
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3
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
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4
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:
5
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
Cheung, Ka Chun
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal : Actuarial Society of …
2013
(
2013
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10010094871
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6
Applications of conditional comonotonicity to some optimization problems
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10008277113
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7
Upper comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10008277120
Saved in:
8
Characterization of comonotonicity using convex order
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 403-406
Persistent link: https://www.econbiz.de/10008149209
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9
Stochastic orders of scalar products with applications
Hua, Lei
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 865-872
Persistent link: https://www.econbiz.de/10008057667
Saved in:
10
Worst allocations of policy limits and deductibles
Hua, Lei
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 93-98
Persistent link: https://www.econbiz.de/10008082359
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