Laplace transform ordering of actuarial quantities

By Michel Denuit. 2001

54 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/57c4de71a125b9f3cbbbe54c97686329fc3c8a82

Citations in the corpus

• A comonotonic image of independence for additive risk measures (2004, unknown): “The interested reader is referred to Denuit (2001) for a further treatment of the two notions of stochastic order.”