Aggregating Risks with Partial Dependence Information

DOI10.1080/10920277.2017.1317603zbMath1414.91214OpenAlexW2513530406MaRDI QIDQ5379244

Daniël Linders, Fan Yang

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2017.1317603

zbMATH Keywords

aggregating dependent risksconvex upper bound

Mathematics Subject Classification ID

Cites Work

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