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    EUSFLAT
    2007
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    An Aggregate Claims Model Between Independence and Comonotone Dependence
    14 years 1 months ago
    An Aggregate Claims Model Between Independence and Comonotone Dependence
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    We introduce a simple aggregate claims model, which is able to take into account a continuous range of positive dependence between independence and comonotone dependence. It is ba...
    Werner Hürlimann
    claim paper
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