Cousin, Areski; Di Bernardino, Elena On multivariate extensions of conditional-tail-expectation. (English) Zbl 1296.91149 Insur. Math. Econ. 55, 272-282 (2014). MSC: 91B30 62H20 60E15 PDFBibTeX XMLCite \textit{A. Cousin} and \textit{E. Di Bernardino}, Insur. Math. Econ. 55, 272--282 (2014; Zbl 1296.91149) Full Text: DOI HAL
Cousin, Areski; Laurent, Jean-Paul Comparison results for exchangeable credit risk portfolios. (English) Zbl 1141.91499 Insur. Math. Econ. 42, No. 3, 1118-1127 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Cousin} and \textit{J.-P. Laurent}, Insur. Math. Econ. 42, No. 3, 1118--1127 (2008; Zbl 1141.91499) Full Text: DOI