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    Statements

    author
    Jean François Walhin
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    Q163552
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    publication date
    7 June 2010
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    zbMATH Keywords
    multivariate Panjer's algorithm
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    excess of loss pricing
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    dependence
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    correlation order
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    stop-loss order
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    comonotonic risks
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    Fréchet bounds
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    supermodular order
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    Identifiers

    zbMATH DE Number
    5717341
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