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

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+W2963285401
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+.00559
@@ Property / arXiv ID: 1506.00559 / rank @@
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+Q3395941
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+Bivariate distributions with Pareto conditionals
@@ Property / cites work: Bivariate distributions with Pareto conditionals / rank @@
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+Q5245829
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+Multivariate distributions with generalized Pareto conditionals
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+On a multivariate Pareto distribution
@@ Property / cites work: On a multivariate Pareto distribution / rank @@
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Compound binomial risk model in a Markovian environment
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Association of Random Variables, with Applications
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+Unconditional distributions obtained from conditional specification models with applications in risk theory
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+Generalized Linear Models for Insurance Data
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+Loss Models
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+The Distribution of Sums of Certain I.I.D. Pareto Variates
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+The distribution of compound sums of Pareto distributed losses
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+Q4230625
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+Joint modelling of the total amount and the number of claims by conditionals
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