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comonotonicity sign in to follow this
extreme sign in to follow this
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multivariate sign in to follow this
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The Concept of Comonotonicity in Actuarial Science and Finance: Applications
Year Of Publication: 2002
Month Of Publication: April
Pages: 44
Download Count: 275
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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 applications 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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