Simon, Thomas; Dulac, Guillaume On cumulative Tsallis entropies. (English) Zbl 07783681 Acta Appl. Math. 188, Paper No. 9, 33 p. (2023). MSC: 94A17 94A15 62B10 60E15 62E10 62N05 60E05 PDFBibTeX XMLCite \textit{T. Simon} and \textit{G. Dulac}, Acta Appl. Math. 188, Paper No. 9, 33 p. (2023; Zbl 07783681) Full Text: DOI arXiv
Wang, Wei; Xu, Huifu Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. (English) Zbl 07760921 Comput. Manag. Sci. 20, Paper No. 45, 51 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{W. Wang} and \textit{H. Xu}, Comput. Manag. Sci. 20, Paper No. 45, 51 p. (2023; Zbl 07760921) Full Text: DOI
Fiori, Anna Maria; Rosazza Gianin, Emanuela Generalized PELVE and applications to risk measures. (English) Zbl 1520.91436 Eur. Actuar. J. 13, No. 1, 307-339 (2023). MSC: 91G70 91G05 PDFBibTeX XMLCite \textit{A. M. Fiori} and \textit{E. Rosazza Gianin}, Eur. Actuar. J. 13, No. 1, 307--339 (2023; Zbl 1520.91436) Full Text: DOI
Zhu, Dan; Yin, Chuancun Optimal reinsurance policy under a new distortion risk measure. (English) Zbl 07706307 Commun. Stat., Theory Methods 52, No. 12, 4151-4164 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Zhu} and \textit{C. Yin}, Commun. Stat., Theory Methods 52, No. 12, 4151--4164 (2023; Zbl 07706307) Full Text: DOI
Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 1524.62519 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 1524.62519) Full Text: DOI
Zähle, Henryk A concept of copula robustness and its applications in quantitative risk management. (English) Zbl 1498.91509 Finance Stoch. 26, No. 4, 825-875 (2022). MSC: 91G70 91G10 62H05 PDFBibTeX XMLCite \textit{H. Zähle}, Finance Stoch. 26, No. 4, 825--875 (2022; Zbl 1498.91509) Full Text: DOI
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability. (English) Zbl 1475.91286 Insur. Math. Econ. 101, 302-319 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{T. J. Boonen} et al., Insur. Math. Econ. 101, 302--319 (2021; Zbl 1475.91286) Full Text: DOI
Fuchs, Sebastian; Trutschnig, Wolfgang On quantile based co-risk measures and their estimation. (English) Zbl 1460.62070 Depend. Model. 8, 396-416 (2020). MSC: 62H05 60E05 91G70 PDFBibTeX XMLCite \textit{S. Fuchs} and \textit{W. Trutschnig}, Depend. Model. 8, 396--416 (2020; Zbl 1460.62070) Full Text: DOI
Bäuerle, Nicole; Glauner, Alexander Optimal risk allocation in reinsurance networks. (English) Zbl 1416.91155 Insur. Math. Econ. 82, 37-47 (2018). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Glauner}, Insur. Math. Econ. 82, 37--47 (2018; Zbl 1416.91155) Full Text: DOI arXiv
Shushi, Tomer Skew-elliptical distributions with applications in risk theory. (English) Zbl 1394.62148 Eur. Actuar. J. 7, No. 1, 277-296 (2017). MSC: 62P05 62H10 91B30 PDFBibTeX XMLCite \textit{T. Shushi}, Eur. Actuar. J. 7, No. 1, 277--296 (2017; Zbl 1394.62148) Full Text: DOI
Lauer, Alexandra; Zähle, Henryk Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks. (English) Zbl 1394.62050 Insur. Math. Econ. 74, 99-108 (2017). MSC: 62G09 62G20 91B30 PDFBibTeX XMLCite \textit{A. Lauer} and \textit{H. Zähle}, Insur. Math. Econ. 74, 99--108 (2017; Zbl 1394.62050) Full Text: DOI
Labopin-Richard, T.; Gamboa, F.; Garivier, A.; Iooss, B. Bregman superquantiles. Estimation methods and applications. (English) Zbl 1348.62076 Depend. Model. 4, 76-108 (2016). MSC: 62F12 62L12 62P05 62P30 PDFBibTeX XMLCite \textit{T. Labopin-Richard} et al., Depend. Model. 4, 76--108 (2016; Zbl 1348.62076) Full Text: DOI arXiv
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel The use of flexible quantile-based measures in risk assessment. (English) Zbl 1365.62400 Commun. Stat., Theory Methods 45, No. 6, 1670-1681 (2016). MSC: 62P05 91G70 91B30 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Commun. Stat., Theory Methods 45, No. 6, 1670--1681 (2016; Zbl 1365.62400) Full Text: DOI Link
Beutner, Eric; Zähle, Henryk Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals. (English) Zbl 1338.62073 Electron. J. Stat. 10, No. 1, 1181-1222 (2016). MSC: 62G05 62G08 62G20 62G30 62M10 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Electron. J. Stat. 10, No. 1, 1181--1222 (2016; Zbl 1338.62073) Full Text: DOI arXiv Euclid
Choo, Weihao; de Jong, Piet Insights to systematic risk and diversification across a joint probability distribution. (English) Zbl 1348.91136 Insur. Math. Econ. 67, 142-150 (2016). MSC: 91B30 91G70 PDFBibTeX XMLCite \textit{W. Choo} and \textit{P. de Jong}, Insur. Math. Econ. 67, 142--150 (2016; Zbl 1348.91136) Full Text: DOI
Pichler, Alois Premiums and reserves, adjusted by distortions. (English) Zbl 1398.91352 Scand. Actuar. J. 2015, No. 4, 332-351 (2015). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{A. Pichler}, Scand. Actuar. J. 2015, No. 4, 332--351 (2015; Zbl 1398.91352) Full Text: DOI arXiv
Embrechts, Paul; Wang, Ruodu Seven proofs for the subadditivity of expected shortfall. (English) Zbl 1331.91203 Depend. Model. 3, 126-140 (2015). MSC: 91G70 28A25 60E15 91B30 PDFBibTeX XMLCite \textit{P. Embrechts} and \textit{R. Wang}, Depend. Model. 3, 126--140 (2015; Zbl 1331.91203) Full Text: DOI
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel GlueVaR risk measures in capital allocation applications. (English) Zbl 1304.91092 Insur. Math. Econ. 58, 132-137 (2014). MSC: 91G70 91B30 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 58, 132--137 (2014; Zbl 1304.91092) Full Text: DOI Link
Schmidt, Klaus D. On inequalities for moments and the covariance of monotone functions. (English) Zbl 1296.60046 Insur. Math. Econ. 55, 91-95 (2014). MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{K. D. Schmidt}, Insur. Math. Econ. 55, 91--95 (2014; Zbl 1296.60046) Full Text: DOI
Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel The connection between distortion risk measures and ordered weighted averaging operators. (English) Zbl 1284.91204 Insur. Math. Econ. 52, No. 2, 411-420 (2013). MSC: 91B30 03E72 68T37 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 52, No. 2, 411--420 (2013; Zbl 1284.91204) Full Text: DOI Link
Borkotokey, Surajit; Sarmah, Pranjal Bi-cooperative games with fuzzy bi-coalitions. (English) Zbl 1251.91009 Fuzzy Sets Syst. 198, 46-58 (2012). MSC: 91A12 PDFBibTeX XMLCite \textit{S. Borkotokey} and \textit{P. Sarmah}, Fuzzy Sets Syst. 198, 46--58 (2012; Zbl 1251.91009) Full Text: DOI
Dyckerhoff, Rainer; Mosler, Karl Weighted-mean regions of a probability distribution. (English) Zbl 1239.62059 Stat. Probab. Lett. 82, No. 2, 318-325 (2012). MSC: 62H05 60E15 62G30 PDFBibTeX XMLCite \textit{R. Dyckerhoff} and \textit{K. Mosler}, Stat. Probab. Lett. 82, No. 2, 318--325 (2012; Zbl 1239.62059) Full Text: DOI
Beutner, Eric; Wu, Wei Biao; Zähle, Henryk Asymptotics for statistical functionals of long-memory sequences. (English) Zbl 1250.62023 Stochastic Processes Appl. 122, No. 3, 910-929 (2012). Reviewer: Neville Weber (Sydney) MSC: 62G20 60F05 62M10 60F17 PDFBibTeX XMLCite \textit{E. Beutner} et al., Stochastic Processes Appl. 122, No. 3, 910--929 (2012; Zbl 1250.62023) Full Text: DOI
Krätschmer, Volker; Zähle, Henryk Sensitivity of risk measures with respect to the normal approximation of total claim distributions. (English) Zbl 1228.91040 Insur. Math. Econ. 49, No. 3, 335-344 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{V. Krätschmer} and \textit{H. Zähle}, Insur. Math. Econ. 49, No. 3, 335--344 (2011; Zbl 1228.91040) Full Text: DOI Link
Zähle, Henryk Rates of almost sure convergence of plug-in estimates for distortion risk measures. (English) Zbl 1234.62138 Metrika 74, No. 2, 267-285 (2011). MSC: 62P05 62G07 62G20 62G30 91B30 65C60 62N01 PDFBibTeX XMLCite \textit{H. Zähle}, Metrika 74, No. 2, 267--285 (2011; Zbl 1234.62138) Full Text: DOI Link
Cheung, Ka Chun Comonotonic convex upper bound and majorization. (English) Zbl 1231.91161 Insur. Math. Econ. 47, No. 2, 154-158 (2010). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{K. C. Cheung}, Insur. Math. Econ. 47, No. 2, 154--158 (2010; Zbl 1231.91161) Full Text: DOI
Beutner, Eric; Zähle, Henryk A modified functional delta method and its application to the estimation of risk functionals. (English) Zbl 1213.62055 J. Multivariate Anal. 101, No. 10, 2452-2463 (2010). Reviewer: Erich Häusler (Gießen) MSC: 62G05 62G20 62H99 60F05 62N99 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, J. Multivariate Anal. 101, No. 10, 2452--2463 (2010; Zbl 1213.62055) Full Text: DOI
Song, Yongsheng; Yan, Jia-An Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. (English) Zbl 1231.91237 Insur. Math. Econ. 45, No. 3, 459-465 (2009). MSC: 91B30 46N10 60E05 60E15 PDFBibTeX XMLCite \textit{Y. Song} and \textit{J.-A. Yan}, Insur. Math. Econ. 45, No. 3, 459--465 (2009; Zbl 1231.91237) Full Text: DOI
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven Correlation order, merging and diversification. (English) Zbl 1231.91175 Insur. Math. Econ. 45, No. 3, 325-332 (2009). MSC: 91B30 62H20 60E15 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 45, No. 3, 325--332 (2009; Zbl 1231.91175) Full Text: DOI
Kaas, Rob; Laeven, Roger J. A.; Nelsen, Roger B. Worst VaR scenarios with given marginals and measures of association. (English) Zbl 1162.91417 Insur. Math. Econ. 44, No. 2, 146-158 (2009). MSC: 91B30 60E15 62H20 60E05 62P05 PDFBibTeX XMLCite \textit{R. Kaas} et al., Insur. Math. Econ. 44, No. 2, 146--158 (2009; Zbl 1162.91417) Full Text: DOI
Laurence, Peter; Wang, Tai-Ho Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios. (English) Zbl 1155.91387 Insur. Math. Econ. 44, No. 1, 35-47 (2009). MSC: 91B28 90C05 PDFBibTeX XMLCite \textit{P. Laurence} and \textit{T.-H. Wang}, Insur. Math. Econ. 44, No. 1, 35--47 (2009; Zbl 1155.91387) Full Text: DOI
Zhang, Yi; Lin, Zhengyan; Weng, Chengguo Some limiting properties of the bounds of the present value function of a life insurance portfolio. (English) Zbl 1130.62106 J. Appl. Probab. 43, No. 4, 1155-1164 (2006). MSC: 62P05 91B30 60F15 60E15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Appl. Probab. 43, No. 4, 1155--1164 (2006; Zbl 1130.62106) Full Text: DOI
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI
Cheung, Ka Chun Optimal portfolio problem with unknown dependency structure. (English) Zbl 1133.91410 Insur. Math. Econ. 38, No. 1, 167-175 (2006). MSC: 91G10 60E15 PDFBibTeX XMLCite \textit{K. C. Cheung}, Insur. Math. Econ. 38, No. 1, 167--175 (2006; Zbl 1133.91410) Full Text: DOI
Chen, Zengjing; Kulperger, Reg Minimax pricing and Choquet pricing. (English) Zbl 1168.60355 Insur. Math. Econ. 38, No. 3, 518-528 (2006). MSC: 60H30 28A12 91B30 60H10 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{R. Kulperger}, Insur. Math. Econ. 38, No. 3, 518--528 (2006; Zbl 1168.60355) Full Text: DOI
Wu, Xianyi; Zhou, Xian A new characterization of distortion premiums via countable additivity for comonotonic risks. (English) Zbl 1132.91019 Insur. Math. Econ. 38, No. 2, 324-334 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{X. Wu} and \textit{X. Zhou}, Insur. Math. Econ. 38, No. 2, 324--334 (2006; Zbl 1132.91019) Full Text: DOI
Kolev, Nikolai; Kolkovska, Ekaterina T.; López-Mimbela, José Alfredo Joint probability generating function for a vector of arbitrary indicator variables. (English) Zbl 1077.60503 J. Comput. Appl. Math. 186, No. 1, 89-98 (2006). MSC: 60E10 62E15 60E05 60G09 PDFBibTeX XMLCite \textit{N. Kolev} et al., J. Comput. Appl. Math. 186, No. 1, 89--98 (2006; Zbl 1077.60503) Full Text: DOI
Reijnen, Rajko; Albers, Willem; Kallenberg, Wilbert C. M. Approximations for stop-loss reinsurance premiums. (English) Zbl 1110.62147 Insur. Math. Econ. 36, No. 3, 237-250 (2005). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{R. Reijnen} et al., Insur. Math. Econ. 36, No. 3, 237--250 (2005; Zbl 1110.62147) Full Text: DOI
Lillo, Rosa E.; Semeraro, Patrizia Stochastic bounds for discrete-time claim processes with correlated risks. (English) Zbl 1114.62111 Scand. Actuar. J. 2004, No. 1, 1-13 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 60E15 91B30 PDFBibTeX XMLCite \textit{R. E. Lillo} and \textit{P. Semeraro}, Scand. Actuar. J. 2004, No. 1, 1--13 (2004; Zbl 1114.62111) Full Text: DOI
Cheung, Ka Chun; Yang, Hailiang Ordering optimal proportions in the asset allocation problem with dependent default risks. (English) Zbl 1117.91347 Insur. Math. Econ. 35, No. 3, 595-609 (2004). MSC: 91G10 91B30 60E15 PDFBibTeX XMLCite \textit{K. C. Cheung} and \textit{H. Yang}, Insur. Math. Econ. 35, No. 3, 595--609 (2004; Zbl 1117.91347) Full Text: DOI
Jouini, Elyès; Napp, Clotilde Conditional comonotonicity. (English) Zbl 1063.60002 Decis. Econ. Finance 27, No. 2, 153-166 (2004). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60A10 60A05 PDFBibTeX XMLCite \textit{E. Jouini} and \textit{C. Napp}, Decis. Econ. Finance 27, No. 2, 153--166 (2004; Zbl 1063.60002) Full Text: DOI Link
Tsanakas, Andreas Dynamic capital allocation with distortion risk measures. (English) Zbl 1103.91316 Insur. Math. Econ. 35, No. 2, 223-243 (2004). MSC: 91A12 91B30 PDFBibTeX XMLCite \textit{A. Tsanakas}, Insur. Math. Econ. 35, No. 2, 223--243 (2004; Zbl 1103.91316) Full Text: DOI Link
Lu, Tong-Yu; Yi, Zhang Generalized correlation order and stop-loss order. (English) Zbl 1283.91088 Insur. Math. Econ. 35, No. 1, 69-76 (2004). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{T.-Y. Lu} and \textit{Z. Yi}, Insur. Math. Econ. 35, No. 1, 69--76 (2004; Zbl 1283.91088) Full Text: DOI
Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne Modeling catastrophes and their impact on insurance portfolios. (English) Zbl 1084.62526 N. Am. Actuar. J. 7, No. 4, 1-22 (2003). MSC: 62P05 58K99 PDFBibTeX XMLCite \textit{H. Cossette} et al., N. Am. Actuar. J. 7, No. 4, 1--22 (2003; Zbl 1084.62526) Full Text: DOI
De Waegenaere, Anja; Kast, Robert; Lapied, Andre Choquet pricing and equilibrium. (English) Zbl 1055.91045 Insur. Math. Econ. 32, No. 3, 359-370 (2003). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{A. De Waegenaere} et al., Insur. Math. Econ. 32, No. 3, 359--370 (2003; Zbl 1055.91045) Full Text: DOI
Jouini, Elyès; Napp, Clotilde Comonotonic processes. (English) Zbl 1028.60089 Insur. Math. Econ. 32, No. 2, 255-265 (2003). MSC: 60J99 91B28 PDFBibTeX XMLCite \textit{E. Jouini} and \textit{C. Napp}, Insur. Math. Econ. 32, No. 2, 255--265 (2003; Zbl 1028.60089) Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Compound Poisson approximations for individual models with dependent risks. (English) Zbl 1055.91050 Insur. Math. Econ. 32, No. 1, 73-91 (2003). MSC: 91B30 60G35 PDFBibTeX XMLCite \textit{C. Genest} et al., Insur. Math. Econ. 32, No. 1, 73--91 (2003; Zbl 1055.91050) Full Text: DOI
Heilpern, S. A rank-dependent generalization of zero utility principle. (English) Zbl 1058.91024 Insur. Math. Econ. 33, No. 1, 67-73 (2003). MSC: 91B16 PDFBibTeX XMLCite \textit{S. Heilpern}, Insur. Math. Econ. 33, No. 1, 67--73 (2003; Zbl 1058.91024) Full Text: DOI
Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques On two dependent individual risk models. (English) Zbl 1055.91044 Insur. Math. Econ. 30, No. 2, 153-166 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 30, No. 2, 153--166 (2002; Zbl 1055.91044) Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. (English) Zbl 1007.91028 Stat. Probab. Lett. 57, No. 1, 33-41 (2002). Reviewer: Gheorghe Stoica (Saint John) MSC: 91B30 PDFBibTeX XMLCite \textit{C. Genest} et al., Stat. Probab. Lett. 57, No. 1, 33--41 (2002; Zbl 1007.91028) 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
De Waegenaere, Anja; Wakker, Peter P. Nonmonotonic Choquet integrals. (English) Zbl 1094.28502 J. Math. Econ. 36, No. 1, 45-60 (2001). MSC: 28E10 91B02 PDFBibTeX XMLCite \textit{A. De Waegenaere} and \textit{P. P. Wakker}, J. Math. Econ. 36, No. 1, 45--60 (2001; Zbl 1094.28502) Full Text: DOI
Delbaen, Freddy Coherent risk measures. (English) Zbl 1320.91066 Bl., Dtsch. Ges. Versicherungsmath. 24, No. 4, 733-739 (2000). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{F. Delbaen}, Bl., Dtsch. Ges. Versicherungsmath. 24, No. 4, 733--739 (2000; Zbl 1320.91066) Full Text: DOI
Simon, S.; Goovaerts, M. J.; Dhaene, J. An easy computable upper bound for the price of an arithmetic Asian option. (English) Zbl 0964.91021 Insur. Math. Econ. 26, No. 2-3, 175-183 (2000). Reviewer: Martin Schweizer (Berlin) MSC: 91G20 60E15 62P05 PDFBibTeX XMLCite \textit{S. Simon} et al., Insur. Math. Econ. 26, No. 2--3, 175--183 (2000; Zbl 0964.91021) Full Text: DOI
Young, Virginia R. Optimal insurance under Wang’s premium principle. (English) Zbl 1156.62364 Insur. Math. Econ. 25, No. 2, 109-122 (1999). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{V. R. Young}, Insur. Math. Econ. 25, No. 2, 109--122 (1999; Zbl 1156.62364) Full Text: DOI
Dhaene, Jan; Denuit, Michel The safest dependence structure among risks. (English) Zbl 1072.62651 Insur. Math. Econ. 25, No. 1, 11-21 (1999). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} and \textit{M. Denuit}, Insur. Math. Econ. 25, No. 1, 11--21 (1999; Zbl 1072.62651) Full Text: DOI
Albers, Willem Stop-loss premiums under dependence. (English) Zbl 0945.62108 Insur. Math. Econ. 24, No. 3, 173-185 (1999). MSC: 62P05 PDFBibTeX XMLCite \textit{W. Albers}, Insur. Math. Econ. 24, No. 3, 173--185 (1999; Zbl 0945.62108) Full Text: DOI