Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
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Publication:5417589
DOI10.2478/demo-2013-0002OpenAlexW3124817877MaRDI QIDQ5417589
Yuntao Liu, Jinyuan Zhang, Niall MacGillivray, Carole Bernard
Publication date: 21 May 2014
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/demo-2013-0002
Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical distribution theory (62E99)
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