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Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation

✍ Scribed by Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima


Book ID
121427533
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
868 KB
Volume
52
Category
Article
ISSN
0167-6687

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