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ASYMPTOTICS FOR VAR AND CTE OF TOTAL AGGREGATE LOSSES IN A BIVARIATE OPERATIONAL RISK CELL MODEL
Yishan Gong, Yang Yang
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Xi'an Jiaotong-Liverpool University
Nanjing Audit University
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Mathematics
Bivariate
100%
Asymptotics
100%
Random Variable
50%
Simulation Study
50%
Conditionals
50%
Monte Carlo Method
50%
Value at Risk
50%
Asymptotic Formula
50%