The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting
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- Rafał Wójcik & Charlie Wusuo Liu, 2022. "Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks," Risks, MDPI, vol. 10(8), pages 1-24, July.
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More about this item
Keywords
Measure of association; Copula; Dependence; Comonotonicity;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-10-20 (Econometrics)
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