Hanbali, Hamza; Linders, Daniël; Dhaene, Jan Value-at-risk, tail value-at-risk and upper tail transform of the sum of two counter-monotonic random variables. (English) Zbl 1512.91172 Scand. Actuar. J. 2023, No. 3, 219-243 (2023). MSC: 91G70 PDFBibTeX XMLCite \textit{H. Hanbali} et al., Scand. Actuar. J. 2023, No. 3, 219--243 (2023; Zbl 1512.91172) Full Text: DOI
Hanbali, Hamza; Dhaene, Jan; Linders, Daniël Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. (English) Zbl 1508.91473 Insur. Math. Econ. 107, 22-37 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{H. Hanbali} et al., Insur. Math. Econ. 107, 22--37 (2022; Zbl 1508.91473) Full Text: DOI
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: theory. (English) Zbl 1051.62107 Insur. Math. Econ. 31, No. 1, 3-33 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 31, No. 1, 3--33 (2002; Zbl 1051.62107) Full Text: DOI
Denuit, Michel; Dhaene, Jan; Ribas, Carmen Does positive dependence between individual risks increase stop-loss premiums? (English) Zbl 1055.91046 Insur. Math. Econ. 28, No. 3, 305-308 (2001). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 28, No. 3, 305--308 (2001; Zbl 1055.91046) Full Text: DOI