Optimal capital allocations to interdependent actuarial risks (Q2513446)

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Optimal capital allocations to interdependent actuarial risks
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    Optimal capital allocations to interdependent actuarial risks (English)
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    28 January 2015
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    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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