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Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo
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Document Date: 2015-01-22 22:51:14
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Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo