Risk aggregation under dependence uncertainty and an order constraint
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Publication:2670114
DOI10.1016/j.insmatheco.2021.10.006zbMath1484.91378arXiv2104.07718OpenAlexW3212095647MaRDI QIDQ2670114
Liyuan Lin, Ruodu Wang, Yuyu Chen
Publication date: 10 March 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.07718
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