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Computation of sharp bounds on the distribution of a function of dependent risks

✍ Scribed by Giovanni Puccetti; Ludger Rüschendorf


Book ID
113511800
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
303 KB
Volume
236
Category
Article
ISSN
0377-0427

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📜 SIMILAR VOLUMES


Stochastic bounds on sums of dependent r
✍ M. Denuit; C. Genest; É. Marceau 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 242 KB

There is a growing concern in the actuarial literature for the effect of dependence between individual risks X i on the distribution of the aggregate claim S = X 1