1. Also, C 1,q (u 1;. . U N ) = C ?;? Particular cases: as r ? 0 or r ? ? , C r,q (u 1
2. Explicit ruin formulas for models with dependence among risks;H References ? Albrecher;Insurance: Mathematics and Economics,2011
3. Tvar-based capital allocation with copulas;M Barg�s;Insurance: Mathematics and Economics,2009