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Risk aversion, prudence, and asset allocation: a review and some new developments.
- Published in:
- Theory & Decision, 2016, v. 80, n. 2, p. 227, doi. 10.1007/s11238-015-9503-2
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- Article
Almost expectation and excess dependence notions.
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- Theory & Decision, 2015, v. 79, n. 3, p. 375, doi. 10.1007/s11238-014-9476-6
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- Article
Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models.
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- Risk Management & Insurance Review, 2021, v. 24, n. 2, p. 181, doi. 10.1111/rmir.12180
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- Article
GENERALIZED INCREASING CONVEX AND DIRECTIONALLY CONVEX ORDERS.
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- Journal of Applied Probability, 2010, v. 47, n. 1, p. 264, doi. 10.1239/jap/1269610830
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- Article
Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities.
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- Decision Analysis, 2010, v. 7, n. 3, p. 302, doi. 10.1287/deca.1100.0179
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- Article
Distribution of the random future life expectancies in log-bilinear mortality projection models.
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- Lifetime Data Analysis, 2007, v. 13, n. 3, p. 381, doi. 10.1007/s10985-007-9040-6
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- Article
Stochastic orderings of convex/concave-type on an arbitrary grid.
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- Mathematics of Operations Research, 1999, v. 24, n. 4, p. 835, doi. 10.1287/moor.24.4.835
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- Article
Multivariate Analysis of Premium Dynamics in P&L Insurance.
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- Journal of Risk & Insurance, 2012, v. 79, n. 2, p. 431, doi. 10.1111/j.1539-6975.2011.01431.x
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- Article
Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data.
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- Journal of Risk & Insurance, 2009, v. 76, n. 4, p. 821, doi. 10.1111/j.1539-6975.2009.01321.x
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- Article
Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework.
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- Journal of Risk & Insurance, 2007, v. 74, n. 1, p. 87, doi. 10.1111/j.1539-6975.2007.00203.x
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- Article
Multi-Event Bonus-Malus Scales.
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- Journal of Risk & Insurance, 2006, v. 73, n. 3, p. 517, doi. 10.1111/j.1539-6975.2006.00186.x
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- Article
Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments.
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- Journal of Risk & Insurance, 2003, v. 70, n. 4, p. 577, doi. 10.1046/j.0022-4367.2003.00066.x
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- Article
Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance.
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- Theory & Decision, 2014, v. 76, n. 2, p. 287, doi. 10.1007/s11238-013-9374-3
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- Article
Benchmark values for higher order coefficients of relative risk aversion.
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- Theory & Decision, 2014, v. 76, n. 1, p. 81, doi. 10.1007/s11238-013-9353-8
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- Article
On S-Convexity and Risk Aversion.
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- Theory & Decision, 2001, v. 50, n. 3, p. 239, doi. 10.1023/A:1010336203373
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- Article
Some consequences of correlation aversion in decision science.
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- Annals of Operations Research, 2010, v. 176, n. 1, p. 259, doi. 10.1007/s10479-008-0446-7
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- Article
Conditional mean risk sharing in the individual model with graphical dependencies.
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- Annals of Actuarial Science, 2022, v. 16, n. 1, p. 183, doi. 10.1017/S1748499521000166
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- Article
Home and Motor insurance joined at a household level using multivariate credibility.
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- Annals of Actuarial Science, 2021, v. 15, n. 1, p. 82, doi. 10.1017/S1748499520000160
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- Article
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data.
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- Annals of Actuarial Science, 2019, v. 13, n. 2, p. 378, doi. 10.1017/S1748499518000349
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- Article
Projection models for health expenses.
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- Annals of Actuarial Science, 2018, v. 12, n. 1, p. 185, doi. 10.1017/S1748499517000240
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- Article
Bivariate almost stochastic dominance.
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- Economic Theory, 2014, v. 57, n. 2, p. 377, doi. 10.1007/s00199-014-0826-y
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- Article
Correlated risks, bivariate utility and optimal choices.
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- Economic Theory, 2011, v. 46, n. 1, p. 39, doi. 10.1007/s00199-009-0500-y
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- Article
Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 307, doi. 10.1007/s11009-007-9048-0
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- Article
Life Anuities with Stochastic Survival Probabilities: A Review.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 463, doi. 10.1007/s11009-008-9076-4
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- Article
Supermodular Comparison of Time-to-Ruin Random Vectors.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 1, p. 41, doi. 10.1007/s11009-006-9004-4
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- Article
Stochastic Convexity of the Poisson Mixture Model.
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- Methodology & Computing in Applied Probability, 2000, v. 2, n. 3, p. 231, doi. 10.1023/A:1010054211652
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- Article
Nonparametric Tests for Positive Quadrant Dependence.
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- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 422, doi. 10.1093/jjfinec/nbh017
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- Article
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS.
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- Astin Bulletin, 2022, v. 52, n. 3, p. 813, doi. 10.1017/asb.2022.13
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- Article
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE.
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- Astin Bulletin, 2022, v. 52, n. 1, p. 33, doi. 10.1017/asb.2021.24
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- Article
LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING.
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- Astin Bulletin, 2020, v. 50, n. 3, p. 1093, doi. 10.1017/asb.2020.23
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- Article
WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION.
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- Astin Bulletin, 2020, v. 50, n. 3, p. 675, doi. 10.1017/asb.2020.18
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- Article
SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES.
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- Astin Bulletin, 2019, v. 49, n. 3, p. 591, doi. 10.1017/asb.2019.24
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- Article
MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE.
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- Astin Bulletin, 2018, v. 48, n. 3, p. 969, doi. 10.1017/asb.2018.21
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- Article
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION.
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- Astin Bulletin, 2017, v. 47, n. 3, p. 803, doi. 10.1017/asb.2017.13
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- Article
INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK.
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- Astin Bulletin, 2013, v. 43, n. 3, p. 399, doi. 10.1017/asb.2013.20
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- Article
A NOTE ON SUBADDITIVITY OF ZERO-UTILITY PREMIUMS.
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- Astin Bulletin, 2011, v. 41, n. 1, p. 239
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- Article
A NOTE ON SUBADDITIVITY OF ZERO-UTILITY PREMIUMS.
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- Astin Bulletin, 2011, v. 41, n. 1, p. 239
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- Article
FIRST-ORDER MORTALITY RATES AND SAFE-SIDE ACTUARIAL CALCULATIONS IN LIFE INSURANCE.
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- Astin Bulletin, 2010, v. 40, n. 2, p. 587, doi. 10.2143/AST.40.1.2061129
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- Article
LOCAL MOMENT MATCHING AND S-CONVEX EXTREMA.
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- Astin Bulletin, 2007, v. 37, n. 2, p. 387, doi. 10.2143/AST.37.2.2024073
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- Article
FIXED VERSUS RANDOM EFFECTS IN POISSON REGRESSION MODELS FOR CLAIM COUNTS: A CASE STUDY WITH MOTOR INSURANCE.
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- 2006
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- Abstract
BONUS-MALUS SYSTEMS WITH VARYING DEDUCTIBLES.
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- Astin Bulletin, 2005, v. 35, n. 1, p. 261, doi. 10.2143/AST.35.1.583175
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- Article
TESTING FOR CONCORDANCE ORDERING.
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- Astin Bulletin, 2004, v. 34, n. 1, p. 151, doi. 10.2143/AST.34.1.504960
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- Article
Smoothing the Lee--Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach.
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- Statistical Modelling: An International Journal, 2007, v. 7, n. 1, p. 29, doi. 10.1177/1471082X0600700103
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- Article
Risk attitudes and the value of risk transformations.
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- International Journal of Economic Theory, 2013, v. 9, n. 3, p. 245, doi. 10.1111/j.1742-7363.2013.12017.x
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- Article
Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools.
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- Methodology & Computing in Applied Probability, 2024, v. 26, n. 4, p. 1, doi. 10.1007/s11009-024-10106-w
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- Article
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1953, doi. 10.1007/s11009-021-09888-0
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- Article
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 693, doi. 10.1007/s11009-021-09881-7
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- Article
Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 2, p. 491, doi. 10.1007/s11009-017-9613-0
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- Article
Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1403, doi. 10.1007/s11009-018-9625-4
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- Article
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance.
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- Journal of Risk & Insurance, 2022, v. 89, n. 3, p. 615, doi. 10.1111/jori.12385
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- Article