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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Computational economics"
~person:"Porth, Lysa"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
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Astin bulletin : the journal of the International Actuarial Association
Computational economics
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Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
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