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A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Imamura, Yuri, Kato, Takashi
Format:	Preprint
Published:	2025
Subjects:	Risk Management Probability Statistics Theory 91G70, 62P05
Online Access:	Acceder al recurso
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