Article ID Journal Published Year Pages File Type
5077708 Insurance: Mathematics and Economics 2006 6 Pages PDF
Abstract
Frechet bounds for distribution of sum of dependent risks and Farlie-Gumbel-Morgenstein (FGM) distribution family are suggested for the analysis of dependent risks. Behaviour of the coefficient of dependency in FGM distribution is investigated by fuzzy approach. Deliberations are made for the dependency and uncertainty context.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
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