Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...

tel-00703797, version 2 - 7 Jun 2012
BIBLIOGRAPHY
A direct consequence of property B.2.c of Marshall and Olkin (1979) is that if X1, . . . , Xn are
exchangeable and a, ã ∈ R n , a ≤m ã implies
i aiXi ≤cx
Numerical experiment
Bibliography
i ãiXi.
Figure 2.7: A random path for NBLN loss model and ¯ fj
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