Todas las obras relacionadas: Cheung, K.C.
Risk-minimizing reinsurance protection for multivariate risks
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Borch's Theorem from the perspective of comonotonicity
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Average value-at-risk minimizing reinsurance under wang's premium principle with constraints
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Characterizing a comonotonic random vector by the distribution of the sum of its components
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Comonotonic convex upper bound and majorization
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Upper comonotonicity
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Applications of conditional comonotonicity to some optimization problems
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