On the distortion of a copula and its margins

Scandinavian Actuarial Journal

Volumn , Issue 4, 2011, Pages 292-317

  Valdez, Emiliano A ^a   Xiao, Yugu ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Excess of loss reinsurance; Multivariate distortion; Ordering of risks; Probability integral transformation

Indexed keywords

EID: 80052677182     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.2010.490021     Document Type: Article

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