Some results on ruin probabilities in a two-dimensional risk model

Dependency of Risks and Stop-Loss Order

Jan Dhaene, Marc Goovaerts · Astin Bulletin · 1996 · 235 citations · Full text

Business, Finance, Risk Management +15

Stop-loss order for portfolios of dependent risks

Alfred Müller · Insurance Mathematics and Economics · 1997 · 160 citations

Management, Finance, Risk Management +14

Stochastic bounds on sums of dependent risks

Michel Denuit, Christian Genest, Étienne Marceau · Insurance Mathematics and Economics · 1999 · 144 citations

Business, Finance, Probability Theory +11

The safest dependence structure among risks

Jan Dhaene, Michel Denuit · Insurance Mathematics and Economics · 1999 · 128 citations · Full text

Business, Risk Management, Risk Analysis +4

Stochastic Processes for Insurance and Finance. By T. Rolski, H. Schmidli, V. Schmidt and J. Teugels (John Wiley, Chichester, 1999)

Xiaohong Lin - · British Actuarial Journal · 2000 · 125 citations

Engineering, Finance, Insurance +17