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EVT sign in to follow this
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comonotonicity sign in to follow this
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The Concept of Comonotonicity in Actuarial Science and Finance: Theory
Year Of Publication: 2001
Month Of Publication: December
Pages: 50
Download Count: 270
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 3-31-2007
Publisher: Administrator
Summary
We will determin approximations for sums of random variables, when the distributions of the terms are known, but the stochastic dependence structure between them is unknown or too cumbersome to work with. In this paper, the theoretical aspects are considered.
Author(s)
Dhaene, Jan L. M. Sign in to follow this author
Denuit, Michel Sign in to follow this author
Goovaerts, Marc Sign in to follow this author
Kaas, Rob Sign in to follow this author
Vyncke, David Sign in to follow this author
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