On a multivariate gamma distribution (Q951178): Difference between revisions

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+https://doi.org/10.1016/j.spl.2008.02.012
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+W3122016100
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+Q3773148
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+Statistical distributions related to the inverse gaussian
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+Risk capital decomposition for a multivariate dependent gamma portfolio
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
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+Q3314807
@@ Property / cites work: Q3314807 / rank @@
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+Multivariate Fréchet copulas and conditional value-at-risk
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+Q5443810
@@ Property / cites work: Q5443810 / rank @@
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@@ Property / cites work @@
+Q4493303
@@ Property / cites work: Q4493303 / rank @@
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+A form of multivariate gamma distribution
@@ Property / cites work: A form of multivariate gamma distribution / rank @@
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