Risk concentration based on Expectiles for extreme risks under FGM copula

Insurance: Mathematics and Economics - Tập 64 - Trang 429-439 - 2015
Tiantian Mao1,2, Fan Yang2
1Department of Statistics and Finance, University of Science and Technology of China, Hefei Anhui, 230026, China
2Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, N2L 3G1, Canada

Tài liệu tham khảo

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