Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne On the moments of aggregate discounted claims with dependence introduced by a FGM copula. (English) Zbl 1214.91050 Astin Bull. 41, No. 1, 215-238 (2011). MSC: 91B30 62P05 62H20 PDFBibTeX XMLCite \textit{M. Bargès} et al., ASTIN Bull. 41, No. 1, 215--238 (2011; Zbl 1214.91050) Full Text: DOI
Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne TVaR-based capital allocation with copulas. (English) Zbl 1231.91141 Insur. Math. Econ. 45, No. 3, 348-361 (2009). MSC: 91B30 91G10 60E05 62H05 PDFBibTeX XMLCite \textit{M. Bargès} et al., Insur. Math. Econ. 45, No. 3, 348--361 (2009; Zbl 1231.91141) Full Text: DOI