Multiple risk factor dependence structures: distributional properties
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Publication:2404540
DOI10.1016/j.insmatheco.2017.06.006zbMath1395.91261arXiv1607.04739OpenAlexW3123830210MaRDI QIDQ2404540
Publication date: 19 September 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.04739
Pareto distributionsdefault riskmultivariate distributionsfactor modeldependenceweighted risk measures
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