Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu General convex order on risk aggregation. (English) Zbl 1401.91148 Scand. Actuar. J. 2016, No. 8, 713-740 (2016). MSC: 91B30 62P05 60E05 PDFBibTeX XMLCite \textit{E. Jakobsons} et al., Scand. Actuar. J. 2016, No. 8, 713--740 (2016; Zbl 1401.91148) Full Text: DOI
Embrechts, Paul; Jakobsons, Edgars Dependence uncertainty for aggregate risk: examples and simple bounds. (English) Zbl 1356.91103 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 395-417 (2016). MSC: 91G70 62G32 62P05 PDFBibTeX XMLCite \textit{P. Embrechts} and \textit{E. Jakobsons}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 395--417 (2016; Zbl 1356.91103) Full Text: DOI