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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.010 / rank
 
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Latest revision as of 04:38, 23 July 2024

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On sums of two counter-monotonic risks
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    On sums of two counter-monotonic risks (English)
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    3 August 2020
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    counter-monotonicity
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    extreme negative dependence
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    risk measures
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    diversification benefit
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    subexponential distributions
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