A comonotonic image of independence for additive risk measures

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Representation results for law invariant time consistent functions (2009, background): “[24] it is shown that any risk measure satisfying Eq.”
Weighted Risk Capital Allocations (2008, unknown): “An example of the weighted allocation when w does not depend on any cdf is Esscher’s allocation, whose detailed study with further references can be found in, e.g., Buhlmann (1980, 1984), Wang (2002, 2007), Goovaerts et al. (2004) , Young (2004), Denuit et al. (2005), Pflug and Romisch (2007) and G”
Actuarial Risk Measures for Financial Derivative Pricing (2008, methodology): “The proof of this lemma is similar to the proof of Theorem 2 of Gerber and Goovaerts (1981); see Goovaerts et al. (2004) for comments on that proof.”
Weighted Premium Calculation Principles (2008, unknown): “Classes of such premium calculation principles have been characterized axiomatically by Goovaerts et al. (2004), and Goovaerts and Laeven (in press).”
Entropic Value-at-Risk: A New Coherent Risk Measure (2012, background): “[22] presented an axiomatic characterization of risk measures that are additive for independent random variables.”
Decision principles derived from risk measures (2010, background): “In a recent paper, Goovaerts et al. (2004) present a new axiomatic characterizationof risk measures that are additive for independent random variables.”