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Found 188 Documents (Results 1–100)

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Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. (English) Zbl 1266.91001

Springer Series in Operations Research and Financial Engineering. Berlin: Springer (ISBN 978-3-642-33589-1/hbk; 978-3-642-33590-7/ebook). xii, 408 p. (2013).
MSC:  91-01 91-00 91B30 91G40
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An overview of comonotonicity and its applications in finance and insurance. (English) Zbl 1233.60006

Di Nunno, Giulia (ed.) et al., Advanced mathematical methods for finance. Berlin: Springer (ISBN 978-3-642-18411-6/hbk; 978-3-642-18412-3/ebook). 155-179 (2011).
MSC:  60E15 60J65 91G80 91B30
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