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88
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2006
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FS 2006
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Bounds for Functions of Dependent Risks
15 years 2 months ago
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www.math.ethz.ch
Abstract The problem of finding the best-possible lower bound on the distribution of a non-decreasing function of n dependent risks is solved when n = 2 and a lower bound on the co...
Paul Embrechts, Giovanni Puccetti
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