On the distribution of a sum of Sarmanov distributed random variables (Q270203): Difference between revisions

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+Asymptotics for risk capital allocations based on conditional tail expectation
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+Q4789802
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+TVaR-based capital allocation with copulas
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+Probability distributions with given multivariate marginals
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+Some results on the CTE-based capital allocation rule
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+The net Bayes premium with dependence between the risk profiles
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+A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
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+Q4493303
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+Properties and applications of the sarmanov family of bivariate distributions
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+Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study
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+On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
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