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Dependence uncertainty for aggregate risk: examples and simple bounds. (English) Zbl 1356.91103

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 395-417 (2016).
MSC:  91G70 62G32 62P05
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