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ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 2 / May 2018
- Published online by Cambridge University Press:
- 15 February 2018, pp. 817-839
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- May 2018
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DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 08 July 2015, pp. 679-702
- Print publication:
- September 2015
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Optimal Reinsurance Revisited – A Geometric Approach
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 221-239
- Print publication:
- May 2010
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Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
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- Journal:
- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 55-66
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- March 2008
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Characterizations of Conditional Comonotonicity
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 607-617
- Print publication:
- September 2007
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Asset Allocation with Regime-Switching: Discrete-Time Case
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 1 / May 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 99-111
- Print publication:
- May 2004
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