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A simple geometric proof that comonotonic risks have the convex largest sum

Bibliographic reference Kaas, R. ; Denuit, Michel ; Goovaerts M., J. ; Vyncke, D. ; Dhaene, Jan. A simple geometric proof that comonotonic risks have the convex largest sum. In: ASTIN Bulletin, Vol. 32, no. 1, p. 71-80 (2002)
Permanent URL http://hdl.handle.net/2078/16849
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