Beneficial changes in random variables via copulas: An application to insurance

Essays in the Theory of Risk-Bearing.

Nils H. Hakansson, Kenneth J. Arrow · The Journal of Finance · 1972 · 4.1K citations

Business, Economics, Finance +10

Journal of the American Statistical Association

Robert Fildes · International Journal of Forecasting · 1989 · 3.7K citations

Natural Sciences, Mathematics, Statistics +4

Precautionary Saving in the Small and in the Large

Miles Kimball · Econometrica · 1990 · 1.8K citations

Business, Economics, Behavioral Economics +11

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

Alan Kraus, Robert H. Litzenberger · The Journal of Finance · 1976 · 1.5K citations

Business, Economics, Finance +12

On measures of dependence

A. Rényi · Acta Mathematica Academiae Scientiarum Hungaricae · 1959 · 722 citations

Engineering, Psychology, Probability Theory +8