Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235): Difference between revisions

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Latest revision as of 22:12, 4 July 2024

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Multivariate Tweedie distributions and some related capital-at-risk analyses
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    Multivariate Tweedie distributions and some related capital-at-risk analyses (English)
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    10 February 2012
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    exponential dispersion models
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    multivariate Tweedie family
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    Cauchy's functional equations
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    risk capital allocations
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    the tail conditional expectation risk measure
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