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person:"Robert, Christian P."
~person:"Caporale, Guglielmo Maria"
~person:"Shevchenko, Pavel V."
~isPartOf:"Insurance / Mathematics & economics"
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.
;
Peters, Gareth W.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
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