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The safest dependence structure among risks

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Author Info
Dhaene, Jan
Denuit, Michel

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File URL: http://www.sciencedirect.com/science/article/B6V8N-3XFKHJJ-2/2/395099d227be36cc673930f25c78e2a6
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 25 (1999)
Issue (Month): 1 (September)
Pages: 11-21
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Handle: RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Antonella Campana, 2007. "On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 32(2), pages 169-180, December. [Downloadable!] (restricted)
  2. Alexander E. Saak, 2004. "On the Premium for Revenue Insurance under Joint Price and Yield Risk," Food and Agricultural Policy Research Institute (FAPRI) Publications 04-wp368, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University. [Downloadable!]
  3. Antonella Campana & Paola Ferretti, 2005. "Distortion Risk Measures and Discrete Risks," Game Theory and Information 0510013, EconWPA. [Downloadable!]
  4. Antonella Campana & Paola Ferretti, 2006. "On Bounds for Concave Distortion Risk Measures for Sums of Risks," Working Papers 146, Department of Applied Mathematics, University of Venice. [Downloadable!]
  5. Alexander E. Saak, 2004. "On the Premium for Revenue Insurance under Joint Price and Yield Risk," Center for Agricultural and Rural Development (CARD) Publications 04-wp368, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
  6. Saak, Alexander, 2004. "On the Premium for Revenue Insurance under Joint Price and Yield Risk," Staff General Research Papers 12001, Iowa State University, Department of Economics. [Downloadable!]
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