Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844): Difference between revisions

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+Relative Importance of Risk Sources in Insurance Systems
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+A Universal Framework for Pricing Financial and Insurance Risks
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+Tail dependence for elliptically contoured distributions
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+Q3136286
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+https://doi.org/10.2143/ast.36.2.2017929
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