Extreme negative dependence and risk aggregation (Q2018593)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6419235
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extreme negative dependence and risk aggregation |
scientific article; zbMATH DE number 6419235 |
Statements
Extreme negative dependence and risk aggregation (English)
0 references
24 March 2015
0 references
negative dependence
0 references
variance reduction
0 references
sums of random variables
0 references
central limit theorem
0 references
risk aggregation
0 references
0 references
0 references
0.8155238032341003
0 references
0.7787870764732361
0 references
0.7741444706916809
0 references
0.769056499004364
0 references
0.768884539604187
0 references
