Modeling and Comparing Dependencies in Multivariate Risk Portfolios
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Publication:3509830
DOI10.2143/AST.28.1.519079zbMath1137.91484OpenAlexW2168923613MaRDI QIDQ3509830
Publication date: 25 June 2008
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: http://www.casact.org/library/astin/vol28no1/59.pdf
majorizationcomonotonicitystop-loss premiumsupermodular orderdependent risksstop-loss orderexchangeable Bernoulli random variables
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