A comonotonic image of independence for additive risk measures

Marc Goovaerts, Rob Kaas, Roger Laeven and Qihe Tang

Insurance: Mathematics and Economics, 2004, vol. 35, issue 3, 581-594

Date: 2004
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Working Paper: A Comonotonic Image of Independence for Additive Risk Measures (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:35:y:2004:i:3:p:581-594

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