Author:
Alink Stan,Löwe Matthias,V. Wüthrich Mario
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference19 articles.
1. Modelling and comparing dependencies in multivariate risk portfolios;Bäuerle;Astin Bulletin,1998
2. Bingham, N.H., Goldie, C.M., Teugels, J.L., 1987. Regular Variation. Cambridge University Press, Cambridge.
3. Annuity valuation with dependent mortality;Carrière;Journal of Risk Insurance,1996
4. Distributional bounds for functions of dependent risks;Cossette;Bulletin Swiss Association of Actuaries,2002
5. Dall’Aglio, G., Kotz, S., Salinetti, G., 1991. Advances in Probability Distributions with given Marginals. Kluwer Academic Publishers, Dordrecht.
Cited by
51 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献