Denuit, Michel; Robert, Christian Y. Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses. (English) Zbl 1491.62154 Methodol. Comput. Appl. Probab. 24, No. 3, 1953-1985 (2022). MSC: 62P05 62H05 91G05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Y. Robert}, Methodol. Comput. Appl. Probab. 24, No. 3, 1953--1985 (2022; Zbl 1491.62154) Full Text: DOI
Quessy, Jean-François; Mesfioui, Mhamed A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests. (English) Zbl 1470.60071 Electron. J. Stat. 15, No. 1, 2393-2429 (2021). MSC: 60E15 62G10 62H05 PDFBibTeX XMLCite \textit{J.-F. Quessy} and \textit{M. Mesfioui}, Electron. J. Stat. 15, No. 1, 2393--2429 (2021; Zbl 1470.60071) Full Text: DOI
Denuit, Michel Size-biased risk measures of compound sums. (English) Zbl 1461.91242 N. Am. Actuar. J. 24, No. 4, 512-532 (2020). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Denuit}, N. Am. Actuar. J. 24, No. 4, 512--532 (2020; Zbl 1461.91242) Full Text: DOI Link
Ćmiel, Bogdan; Ledwina, Teresa Validation of positive expectation dependence. (English) Zbl 1393.60028 ESAIM, Probab. Stat. 21, 536-561 (2017). MSC: 60F05 62G09 62G10 62G20 PDFBibTeX XMLCite \textit{B. Ćmiel} and \textit{T. Ledwina}, ESAIM, Probab. Stat. 21, 536--561 (2017; Zbl 1393.60028) Full Text: DOI
Denuit, Michel M.; Mesfioui, Mhamed Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization. (English) Zbl 1394.91207 Insur. Math. Econ. 72, 1-5 (2017). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{M. M. Denuit} and \textit{M. Mesfioui}, Insur. Math. Econ. 72, 1--5 (2017; Zbl 1394.91207) Full Text: DOI