Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses |
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Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (English)
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28 July 2022
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weighted distributions
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size-biased transform
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mixture models
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Archimedean copulas
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conditional Monte Carlo simulation
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