BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL

Publisher: Cambridge University Press

E-ISSN: 1783-1350|47|3|919-942

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.47, Iss.3, 2017-08, pp. : 919-942

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Abstract