
Quantitative Finance and Economics, 2018, 2(1): 190216. doi: 10.3934/QFE.2018.1.190.
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Stochastic arrangement increasing risks in financial engineering and actuarial science – a review
1 School of Science, Tianjin University of Commerce, Tianjin 300134, China
2 Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey 07030, USA
Received: , Accepted: , Published:
Special Issues: Computational Finance and Insurance
Keywords: archimedean copula; capital allocation; comonotonicity; default risk; exchangeability; independence model; majorization; SAI; stochastic orders; threshold model
Citation: Chen Li, Xiaohu Li. Stochastic arrangement increasing risks in financial engineering and actuarial science – a review. Quantitative Finance and Economics, 2018, 2(1): 190216. doi: 10.3934/QFE.2018.1.190
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