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isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Arbenz, Philipp"
~person:"Cai, Jun"
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Arbenz, Philipp
Cai, Jun
Cossette, Hélène
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Ning, Cathy Q.
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Shi, Peng
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Insurance / Mathematics & economics
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Some new notions of dependence with applications in optimal allocation problems
Cai, Jun
;
Wei, Wei
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
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2
On the invariant properties of notions of positive dependence and copulas under increasing transformations
Cai, Jun
;
Wei, Wei
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 43-49
Persistent link: https://www.econbiz.de/10009501702
Saved in:
3
Copula based hierarchical risk aggregation through sample reordering
Arbenz, Philipp
;
Hummel, Christoph
;
Mainik, Georg
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10009558243
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