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Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
2 references·0 citing·3 second hop
Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios (2017)Ordering the largest claim amounts and ra…Ordering properties of the smallest and largest claim amounts in a general scale model (2015)Ordering properties of the sm…Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (2015)Notions of multivariate depen…Multivariate Models and Dependence Concepts (1998)The concept of comonotonicity in actuarial science and finance: theory (2002)Dependence Modeling with Copulas (2014)
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References

  • 2015Ordering properties of the smallest and largest claim amounts in a general scale model48 cited
  • 2015Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks45 cited

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