Testing for more positive expectation dependence with application to model comparison
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Publication:2665851
DOI10.1016/j.insmatheco.2021.07.008zbMath1479.62089OpenAlexW3193515346MaRDI QIDQ2665851
Thomas Verdebout, Julien Trufin, Michel M. Denuit
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/331337/3/ModelSelectionCXRevised.pdf
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