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- W4230815081 abstract "Abstract In an actuarial or financial context it is often necessary to calculate the distribution function or risk measures for random variables of the type where the marginal distributions of the X i are known but their dependence structure is too difficult to work with. Comonotonicity, which is an extremal form of positive dependence, can be useful to determine easily computable and accurate upper and lower bounds for the distribution of S , and hence also for risk measures related to S ." @default.
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- W4230815081 date "2008-07-15" @default.
- W4230815081 modified "2023-09-27" @default.
- W4230815081 title "Comonotonicity" @default.
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- W4230815081 doi "https://doi.org/10.1002/9780470061596.risk0341" @default.
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