Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. (English) Zbl 1292.62077 J. Multivariate Anal. 130, 1-20 (2014). MSC: 62H10 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 130, 1--20 (2014; Zbl 1292.62077) Full Text: DOI
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. (English) Zbl 1284.60027 Insur. Math. Econ. 52, No. 3, 560-572 (2013). MSC: 60E05 62H05 62E15 91B30 91G10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 52, No. 3, 560--572 (2013; Zbl 1284.60027) Full Text: DOI