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~person:"Coqueret, Guillaume"
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Coqueret, Guillaume
Bouezmarni, Taoufik
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Taamouti, Abderrahim
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Kitagawa, Toru
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Nöldeke, Georg
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Peña, Jorge
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Bernstein, Eduard
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Payne, Jonathan
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Belloni, Alexandre
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Chernozhukov, Victor
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Renneboog, Luc
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Simoni, Anna
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Guegan, Dominique
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Komarova, Tatiana
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Ghosh, Sujit K.
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Ghouch, Anouar El
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Liao, Yuan
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Second order risk aggregation with the
Bernstein
copula
Coqueret, Guillaume
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 150-158
Persistent link: https://www.econbiz.de/10010437578
Saved in:
2
Second order risk aggregation with the
Bernstein
copula
Coqueret, Guillaume
- In:
Insurance: Mathematics and Economics
58
(
2014
)
C
,
pp. 150-158
We analyze the tail of the sum of two random variables when the dependence structure is driven by the
Bernstein
family …
Persistent link: https://www.econbiz.de/10010930895
Saved in:
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