Extreme negative dependence and risk aggregation (Q2018593): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2015.01.006 / rank
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Latest revision as of 19:35, 16 December 2024

scientific article
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Extreme negative dependence and risk aggregation
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    Extreme negative dependence and risk aggregation (English)
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    24 March 2015
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    negative dependence
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    variance reduction
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    sums of random variables
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    central limit theorem
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    risk aggregation
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