Optimal capital allocations to interdependent actuarial risks
Yinping You; Xiaohu Li
| Year of publication: |
2014
|
|---|---|
| Authors: | You, Yinping ; Li, Xiaohu |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 57.2014, p. 104-113
|
| Subject: | Archimedean copula | Exchangeable | Reverse hazard rate order | Upper tail permutation decreasing | Majorization | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomodell | Risk model | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402711