Risk concentration of aggregated dependent risks: the second-order properties (Q2427818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk concentration of aggregated dependent risks: the second-order properties |
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Risk concentration of aggregated dependent risks: the second-order properties (English)
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18 April 2012
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aggregated risk
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risk concentration
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Archimedean copula
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second-order regular variation
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dependence structure
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