Multivariate skew-normal distributions with applications in insurance (Q2492184): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.11.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2007332462
@@ Property / OpenAlex ID: W2007332462 / rank @@
+Normal rank
@@ Property / cites work @@
+Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q3703094
@@ Property / cites work: Q3703094 / rank @@
+Normal rank
@@ Property / cites work @@
+The Skew-normal Distribution and Related Multivariate Families*
+Normal rank
@@ Property / cites work @@
+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Q5619190
@@ Property / cites work: Q5619190 / rank @@
+Normal rank
@@ Property / cites work @@
+A general class of multivariate skew-elliptical distributions
+Normal rank
@@ Property / cites work @@
+Economic Capital Allocation Derived from Risk Measures
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Exponential Dispersion Models
+Normal rank
@@ Property / cites work @@
+Wang's capital allocation formula for elliptically contoured distributions.
+Normal rank
@@ Property / cites work @@
+Q3432568
@@ Property / cites work: Q3432568 / rank @@
+Normal rank