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https://doi.org/10.2139/ssrn.4669558

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inferredcites →https://doi.org/10.1002/0470016450openalex-extracted
Actuarial Theory for Dependent Risks
inferredcites →https://doi.org/10.1007/978-0-387-34675-5openalex-extracted
Stochastic Orders
inferredcites →https://doi.org/10.1007/978-3-540-30711-2openalex-extracted
Mathematical Methods in Risk Theory
inferredcites →https://doi.org/10.1007/978-3-642-33590-7openalex-extracted
Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios
inferredcites →https://doi.org/10.1007/978-94-011-2182-8openalex-extracted
Generalized Expected Utility Theory
inferredcites →https://doi.org/10.1007/bf00122574openalex-extracted
Advances in prospect theory: Cumulative representation of uncertainty
inferredcites →https://doi.org/10.1007/bf02491480openalex-extracted
Characterization of a Marshall-Olkin type class of distributions
inferredcites →https://doi.org/10.1007/bfb0099421openalex-extracted
Exchangeability and related topics
inferredcites →https://doi.org/10.1007/s00186-008-0248-3openalex-extracted
On convex risk measures on L p -spaces
inferredcites →https://doi.org/10.1007/s00199-002-0311-xopenalex-extracted
Background risk in generalized expected utility theory
inferredcites →https://doi.org/10.1007/s007800200085openalex-extracted
Using copulae to bound the Value-at-Risk for functions of dependent risks
inferredcites →https://doi.org/10.1007/s10479-018-3119-1openalex-extracted
The distortion principle for insurance pricing: properties, identification and robustness
inferredcites →https://doi.org/10.1007/s11579-020-00275-wopenalex-extracted
Capital Allocation Rules and Acceptance Sets
inferredcites →https://doi.org/10.1007/s13385-012-0058-0openalex-extracted
Remarks on quantiles and distortion risk measures
inferredcites →https://doi.org/10.1016/0022-0531(70)90038-4openalex-extracted
Increasing risk: I. A definition
inferredcites →https://doi.org/10.1016/0167-6687(85)90014-9openalex-extracted
On convex principles of premium calculation
inferredcites →https://doi.org/10.1016/j.insmatheco.2007.01.015openalex-extracted
Risk measurement in the presence of background risk
inferredcites →https://doi.org/10.1016/j.insmatheco.2007.10.006openalex-extracted
Weighted premium calculation principles
inferredcites →https://doi.org/10.1016/j.insmatheco.2008.07.003openalex-extracted
Weighted risk capital allocations
inferredcites →https://doi.org/10.1016/j.insmatheco.2008.12.004openalex-extracted
Worst VaR scenarios with given marginals and measures of association
inferredcites →https://doi.org/10.1016/j.insmatheco.2016.07.006openalex-extracted
A family of premium principles based on mixtures of TVaRs
inferredcites →https://doi.org/10.1016/j.insmatheco.2020.07.008openalex-extracted
On positive homogeneity and comonotonic additivity of the principle of equivalent utility under Cumulative Prospect Theory
inferredcites →https://doi.org/10.1016/j.insmatheco.2022.04.006openalex-extracted
Similar risks have similar prices: A useful and exact quantification
inferredcites →https://doi.org/10.1016/j.insmatheco.2023.03.002openalex-extracted
Risk aggregation with FGM copulas
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.03.014openalex-extracted
Model uncertainty and VaR aggregation
inferredcites →https://doi.org/10.1016/j.jmateco.2015.05.002openalex-extracted
Rationalizing investors’ choices
inferredcites →https://doi.org/10.1016/j.jmva.2004.04.003openalex-extracted
Archimedean copulae and positive dependence
inferredcites →https://doi.org/10.1016/j.jmva.2011.05.002openalex-extracted
The complete mixability and convex minimization problems with monotone marginal densities
inferredcites →https://doi.org/10.1016/s0167-6687(01)00076-2openalex-extracted
Risk measures and insurance premium principles
inferredcites →https://doi.org/10.1016/s0167-6687(03)00144-6openalex-extracted
A rank-dependent generalization of zero utility principle
inferredcites →https://doi.org/10.1016/s0167-6687(97)00031-0openalex-extracted
Axiomatic characterization of insurance prices
inferredcites →https://doi.org/10.1016/s0167-6687(97)00032-2openalex-extracted
Stop-loss order for portfolios of dependent risks
inferredcites →https://doi.org/10.1016/s0167-6687(99)00002-5openalex-extracted
Supermodular ordering and stochastic annuities
inferredcites →https://doi.org/10.1016/s0167-6687(99)00009-8openalex-extracted
The safest dependence structure among risks
inferredcites →https://doi.org/10.1016/s0167-6687(99)00027-xopenalex-extracted
Stochastic bounds on sums of dependent risks
inferredcites →https://doi.org/10.1016/s0378-4266(02)00270-4openalex-extracted
Putting order in risk measures
inferredcites →https://doi.org/10.1017/s0515036100004773openalex-extracted
The General Economic Premium Principle
inferredcites →https://doi.org/10.1017/s0515036100006619openalex-extracted
An Economic Premium Principle
inferredcites →https://doi.org/10.1080/01621459.1967.10482885openalex-extracted
A Multivariate Exponential Distribution
inferredcites →https://doi.org/10.1080/10920277.2003.10596084openalex-extracted
Economic Capital Allocation Derived from Risk Measures
inferredcites →https://doi.org/10.1080/10920277.2009.10597570openalex-extracted
Weighted Pricing Functionals With Applications to Insurance
inferredcites →https://doi.org/10.1080/14697688.2021.1905172openalex-extracted
When do two- or three-fund separation theorems hold?
inferredcites →https://doi.org/10.1086/705555openalex-extracted
Stochastic Dominance under Independent Noise
inferredcites →https://doi.org/10.1111/j.1467-9965.2006.00285.xopenalex-extracted
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
inferredcites →https://doi.org/10.1111/j.1467-9965.2010.00450.xopenalex-extracted
RISK MEASURES: RATIONALITY AND DIVERSIFICATION
inferredcites →https://doi.org/10.1111/jori.12108openalex-extracted
Value‐at‐Risk Bounds With Variance Constraints
inferredcites →https://doi.org/10.1142/10265openalex-extracted
Simulating Copulas
inferredcites →https://doi.org/10.1198/tech.2003.s176openalex-extracted
Comparison Methods for Stochastic Models and Risks
inferredcites →https://doi.org/10.1214/009117904000000676openalex-extracted
Limit theorems for a class of identically distributed random variables
inferredcites →https://doi.org/10.1214/15-sts525openalex-extracted
Extremal Dependence Concepts
inferredcites →https://doi.org/10.1214/aoms/1177699260openalex-extracted
Some Concepts of Dependence
inferredcites →https://doi.org/10.1214/aop/1176994668openalex-extracted
Inequalities for Distributions with Given Marginals
inferredcites →https://doi.org/10.1239/jap/1339878796openalex-extracted
Advances in Complete Mixability
inferredcites →https://doi.org/10.1257/aeri.20220480openalex-extracted
Background Risk and Small-Stakes Risk Aversion
inferredcites →https://doi.org/10.1287/mnsc.2013.1868openalex-extracted
Are People Risk Vulnerable?
inferredcites →https://doi.org/10.1287/moor.26.4.723.10006openalex-extracted
Stochastic Comparison of Random Vectors with a Common Copula
inferredcites →https://doi.org/10.1515/9783110212075openalex-extracted
Stochastic Finance
inferredcites →https://doi.org/10.1524/stnd.2006.24.1.1openalex-extracted
Risk measurement with equivalent utility principles
inferredcites →https://doi.org/10.2139/ssrn.3703665openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.3944648openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.4318658openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.880007openalex-extracted
inferredcites →https://doi.org/10.2143/ast.26.1.563234openalex-extracted
Premium Calculation by Transforming the Layer Premium Density
inferredcites →https://doi.org/10.2143/ast.26.2.563219openalex-extracted
Dependency of Risks and Stop-Loss Order
inferredcites →https://doi.org/10.2143/ast.33.1.1039openalex-extracted
inferredcites →https://doi.org/10.2307/1911158openalex-extracted
The Dual Theory of Choice under Risk
inferredcites →https://doi.org/10.2307/1912510openalex-extracted
Risk Aversion with Random Initial Wealth
inferredcites →https://doi.org/10.2307/2171866openalex-extracted
Changes in Background Risk and Risk Taking Behavior
inferredcites →https://doi.org/10.2307/2171958openalex-extracted
Risk Vulnerability and the Tempering Effect of Background Risk
inferredcites →https://doi.org/10.2307/3212024openalex-extracted
A generalized bivariate exponential distribution
inferredcites →https://doi.org/10.7551/mitpress/2622.001.0001openalex-extracted
The Economics of Risk and Time
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