Risk aggregation in multivariate dependent Pareto distributions (Q2374106): Difference between revisions

@@ Property / author @@
-Emilio Gómez-Déniz
@@ Property / author: Emilio Gómez-Déniz / rank @@
-Normal rank
@@ Property / author @@
+Emilio Gómez-Déniz
@@ Property / author: Emilio Gómez-Déniz / rank @@
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+Mathematica
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+MaRDI publication profile
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+W2963285401
@@ Property / OpenAlex ID: W2963285401 / rank @@
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+.00559
@@ Property / arXiv ID: 1506.00559 / rank @@
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+Q4769776
@@ Property / cites work: Q4769776 / rank @@
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@@ Property / cites work @@
+Q3395941
@@ Property / cites work: Q3395941 / rank @@
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@@ Property / cites work @@
+Bivariate distributions with Pareto conditionals
@@ Property / cites work: Bivariate distributions with Pareto conditionals / rank @@
+Normal rank
@@ Property / cites work @@
+Q5245829
@@ Property / cites work: Q5245829 / rank @@
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@@ Property / cites work @@
+Multivariate distributions with generalized Pareto conditionals
+Normal rank
@@ Property / cites work @@
+On a multivariate Pareto distribution
@@ Property / cites work: On a multivariate Pareto distribution / rank @@
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
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@@ Property / cites work @@
+Multivariate flexible Pareto model: dependency structure, properties and characterizations
+Normal rank
@@ Property / cites work @@
+Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
+Normal rank
@@ Property / cites work @@
+Compound binomial risk model in a Markovian environment
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+Association of Random Variables, with Applications
+Normal rank
@@ Property / cites work @@
+Compound Poisson approximations for individual models with dependent risks.
+Normal rank
@@ Property / cites work @@
+Unconditional distributions obtained from conditional specification models with applications in risk theory
+Normal rank
@@ Property / cites work @@
+Simple risk measure calculations for sums of positive random variables
+Normal rank
@@ Property / cites work @@
+Generalized Linear Models for Insurance Data
@@ Property / cites work: Generalized Linear Models for Insurance Data / rank @@
+Normal rank
@@ Property / cites work @@
+Loss Models
@@ Property / cites work: Loss Models / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Sums of Certain I.I.D. Pareto Variates
+Normal rank
@@ Property / cites work @@
+The distribution of compound sums of Pareto distributed losses
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Joint modelling of the total amount and the number of claims by conditionals
+Normal rank