Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
Year of publication: |
December 2017
|
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Authors: | You, Yinping ; Li, Xiaohu |
Published in: |
Annals of operations research ; volume 259, numbers 1/2 (December 2017). - New York, NY, USA : Springer. - 2017, p. 485-501
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Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
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