A multivariate dependence measure for aggregating risks (Q2252393)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate dependence measure for aggregating risks |
scientific article |
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A multivariate dependence measure for aggregating risks (English)
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17 July 2014
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comonotonic copula
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independence
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aggregate distribution
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concordance order
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positive quadrant dependence
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