Author:
Kaas Rob,Dhaene Jan,Goovaerts Marc J.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference19 articles.
1. Modeling and comparing dependencies in multivariate risk portfolios;Bäuerle;ASTIN Bulletin,1998
2. A reexamination of the relationship between preferences and moment orderings by rational risk averse investors;Brockett;Geneva Papers on Risk and Insurance Theory,1998
3. Stochastic product orderings, with applications in actuarial sciences;Denuit;Bulletin Français d’Actuariat,1997
4. Extrema with respect to s-convex orderings in moment spaces: a general solution;Denuit;Insurance: Mathematics and Economics,1999
5. The safest dependency structure among risks;Dhaene;Insurance: Mathematics and Economics,1999
Cited by
139 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献