Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
Crossref DOI link: https://doi.org/10.1007/s11009-021-09888-0
Published Online: 2021-10-09
Published Print: 2022-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Denuit, Michel
Robert, Christian Y.
Text and Data Mining valid from 2021-10-09
Version of Record valid from 2021-10-09
Article History
Received: 27 November 2020
Revised: 11 May 2021
Accepted: 9 August 2021
First Online: 9 October 2021