TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830): Difference between revisions

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+Hélène Cossette
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+Étienne Marceau
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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2011.11.006
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+TVaR-based capital allocation with copulas
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