Risk aggregation with FGM copulas (Q6171947)
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scientific article; zbMATH DE number 7713938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation with FGM copulas |
scientific article; zbMATH DE number 7713938 |
Statements
Risk aggregation with FGM copulas (English)
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18 July 2023
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stochastic representation
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mixed Erlang distributions
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stochastic order
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order statistics
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risk-sharing
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capital allocation
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