Weak Dependence Notions and Their Mutual Relationships
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- Ortega-Jiménez, Patricia & Pellerey, Franco & Sordo, Miguel A. & Suárez-Llorens, Alfonso, 2024. "Probability equivalent level for CoVaR and VaR," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 22-35.
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Keywords
dependence notions; stochastic orders; copulas; total positivity;All these keywords.
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