Extreme negative dependence and risk aggregation (Q2018593)

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scientific article; zbMATH DE number 6419235
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    Extreme negative dependence and risk aggregation
    scientific article; zbMATH DE number 6419235

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      Extreme negative dependence and risk aggregation (English)
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      24 March 2015
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      negative dependence
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      variance reduction
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      sums of random variables
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      central limit theorem
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      risk aggregation
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