Peggy Cénac, Stéphane Loisel, Véronique Maume-Deschamps, Clémentine Prieur. Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation.
Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2014, 58 (3), pp.3-26.
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