Ranking the extreme claim amounts in dependent individual risk models (Q4990511)
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scientific article; zbMATH DE number 7352458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ranking the extreme claim amounts in dependent individual risk models |
scientific article; zbMATH DE number 7352458 |
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Ranking the extreme claim amounts in dependent individual risk models (English)
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28 May 2021
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stochastic dominance
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dependent risks
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heterogeneous portfolios
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distorted distributions
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copulas
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