Pages that link to "Item:Q2492184"
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The following pages link to Multivariate skew-normal distributions with applications in insurance (Q2492184):
Displayed 46 items.
- Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
- A derivation of the multivariate singular skew-normal density function (Q310624) (← links)
- On the independence of singular multivariate skew-normal sub-vectors (Q504456) (← links)
- Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Remarks for the singular multivariate skew-normal distribution and its quadratic forms (Q1640936) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- An alternative matrix skew-normal random matrix and some properties (Q1987716) (← links)
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- A stochastic ordering based on the canonical transformation of skew-normal vectors (Q2273162) (← links)
- Development of statistical convolutions of truncated normal and truncated skew normal distributions with applications (Q2323257) (← links)
- Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742) (← links)
- Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure (Q2817133) (← links)
- Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
- A Note On Regions of Given Probability of the Extended Skew-normal Distribution (Q3462379) (← links)
- Pooling Risk Games (Q5012897) (← links)
- Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
- Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting (Q5082958) (← links)
- Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (Q5107515) (← links)
- On Parametrization of Multivariate Skew-Normal Distribution (Q5265874) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data (Q5867470) (← links)
- Modelling insurance losses using a new beta power transformed family of distributions (Q5867479) (← links)