A comonotonic image of independence for additive risk...

A comonotonic image of independence for additive risk measures

Marc J. Goovaerts, Rob Kaas, Roger J.A. Laeven, Qihe Tang
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Volume:
35
Year:
2004
Language:
english
Pages:
14
DOI:
10.1016/j.insmatheco.2004.07.005
File:
PDF, 150 KB
english, 2004
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