Optimal capital allocations to interdependent actuarial risks (Q2513446)

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Optimal capital allocations to interdependent actuarial risks
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    title
    Optimal capital allocations to interdependent actuarial risks (English)
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    author
    Yinping You
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    Xiaohu Li
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    publication date
    28 January 2015
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    Mathematics Subject Classification ID
    91B30
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    91B32
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    62H05
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    zbMATH DE Number
    6391700
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    zbMATH Keywords
    Archimedean copula
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    exchangeable
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    reversed hazard rate order
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    upper tail permutation decreasing
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    majorization
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