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General stein-type covariance decompositions with applications to insurance and finance

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      <subfield code="a">Furman, Edward</subfield>
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      <subfield code="a">General stein-type covariance decompositions with applications to insurance and finance</subfield>
      <subfield code="c">Edward Furman,  Ricardas Zitikis</subfield>
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      <subfield code="a">A general multivariate¿ decomposition of covariances is formulated and proved, and its role in the context of financial risk measurement and pricing is demonstrated.
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      <subfield code="g">03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 369-375</subfield>
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