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Extreme value behavior of aggregate dependent risks

Die Chen, Tiantian Mao, Xiaoqing Pan, Taizhong Hu

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Source: Crossref

Published: Jan 1, 2012

DOI: 10.1016/j.insmatheco.2011.10.008

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Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.