On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

Natural Sciences, Mathematics, Optimization +14

Probability Inequalities in Multivariate Distributions.

Morris L. Eaton, Y. L. Tong · Journal of the American Statistical Association · 1982 · 350 citations

Natural Sciences, Mathematics, Probability Theory +12

Dependency of Risks and Stop-Loss Order

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

Business, Finance, Risk Management +15

Upper and lower bounds or sum of random variables

Rob Kaas, Jan Dhaene, Marc Goovaerts · UvA-DARE (University of Amsterdam) · 2000 · 203 citations

Natural Sciences, Mathematics, Probability Theory +13

Ordering of actuarial risks

R. Kaas, AE Van Heerwaarden, Marc Goovaerts · UvA-DARE (University of Amsterdam) · 1994 · 185 citations

Business, Risk Management, Actuarial Science +7