A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum

ASTIN Bulletin

Volumn 32, Issue 1, 2002, Pages 71-80

  Kaas, R ^a   Dhaene, J ^b   Vyncke, D ^b   Goovaerts, M J ^b   Denuit, M ^c  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242311929     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.32.1.1015     Document Type: Article

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