General stein-type covariance decompositions with applications to insurance and finance
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| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20150027061 | ||
| 003 | MAP | ||
| 005 | 20150911144853.0 | ||
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| 040 | $aMAP$bspa$dMAP | ||
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| 100 | $0MAPA20100003213$aFurman, Edward | ||
| 245 | 1 | 0 | $aGeneral stein-type covariance decompositions with applications to insurance and finance$cEdward Furman, Ricardas Zitikis |
| 520 | $aA general multivariate¿ decomposition of covariances is formulated and proved, and its role in the context of financial risk measurement and pricing is demonstrated. | ||
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 369-375 |