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~isPartOf:"Betriebswirtschaftliche Forschung und Praxis : BFuP"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Marceau, Etienne"
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Betriebswirtschaftliche Forschung und Praxis : BFuP
Insurance / Mathematics & economics
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On two families of bivariate distributions with exponential marginals : aggregation and capital allocation
Cossette, Hélène
;
Marceau, Etienne
;
Perreault, Samuel
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 214-224
Persistent link: https://www.econbiz.de/10011398017
Saved in:
2
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
3
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
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