Optimal capital allocations to interdependent actuarial risks (Q2513446)
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scientific article; zbMATH DE number 6391700
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| English | Optimal capital allocations to interdependent actuarial risks |
scientific article; zbMATH DE number 6391700 |
Statements
Optimal capital allocations to interdependent actuarial risks (English)
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28 January 2015
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Archimedean copula
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exchangeable
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reversed hazard rate order
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upper tail permutation decreasing
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majorization
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0.8975603
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0.8931299
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0.8869087
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0.8843524
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0.88345534
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0.88333654
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0.88313144
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0.87978673
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0.8785959
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