Optimal capital allocations to interdependent actuarial risks (Q2513446)

From MaRDI portal
Revision as of 19:10, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Optimal capital allocations to interdependent actuarial risks
scientific article

    Statements

    Optimal capital allocations to interdependent actuarial risks (English)
    0 references
    0 references
    0 references
    28 January 2015
    0 references
    Archimedean copula
    0 references
    exchangeable
    0 references
    reversed hazard rate order
    0 references
    upper tail permutation decreasing
    0 references
    majorization
    0 references

    Identifiers