Optimal capital allocations to interdependent actuarial risks (Q2513446): Difference between revisions
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English | Optimal capital allocations to interdependent actuarial risks |
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Optimal capital allocations to interdependent actuarial risks (English)
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28 January 2015
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Archimedean copula
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exchangeable
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reversed hazard rate order
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upper tail permutation decreasing
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majorization
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