On sums of two counter-monotonic risks (Q784393)
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scientific article; zbMATH DE number 7226813
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| English | On sums of two counter-monotonic risks |
scientific article; zbMATH DE number 7226813 |
Statements
On sums of two counter-monotonic risks (English)
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3 August 2020
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counter-monotonicity
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extreme negative dependence
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risk measures
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diversification benefit
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subexponential distributions
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